Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.79% | 152.39 CHF | 153.60 CHF | 800 | 800 | 800 | 800 | 122,857 CHF | 123,831 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 152.56 CHF | 153.77 CHF | 800 | 800 | 800 | 800 | 122,703 CHF | 123,677 CHF | 94.81% | 94.81% |
18/11/2024 | 0.79% | 151.57 CHF | 152.77 CHF | 800 | 800 | 800 | 800 | 117,990 CHF | 118,926 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 146.42 CHF | 147.59 CHF | 800 | 800 | 800 | 800 | 117,154 CHF | 118,083 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 148.56 CHF | 149.74 CHF | 800 | 800 | 800 | 800 | 118,427 CHF | 119,366 CHF | 96.97% | 96.97% |
13/11/2024 | 0.79% | 147.49 CHF | 148.66 CHF | 800 | 800 | 800 | 800 | 116,815 CHF | 117,741 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 144.46 CHF | 145.60 CHF | 800 | 800 | 800 | 800 | 116,951 CHF | 117,879 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 146.27 CHF | 147.43 CHF | 800 | 800 | 800 | 800 | 118,443 CHF | 119,676 CHF | 96.50% | 96.50% |
08/11/2024 | 0.79% | 148.66 CHF | 149.84 CHF | 800 | 800 | 800 | 800 | 116,483 CHF | 117,407 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 145.59 CHF | 146.75 CHF | 800 | 800 | 800 | 800 | 115,127 CHF | 116,040 CHF | 100.00% | 100.00% |