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 | 0.96% | 819.82 CHF | 827.82 CHF | 500 | 500 | 500 | 500 | 413,800 CHF | 417,800 CHF | 100.00% | 100.00% |
19/11/2024 | 0.96% | 822.53 CHF | 830.53 CHF | 500 | 500 | 500 | 500 | 412,959 CHF | 416,959 CHF | 89.38% | 89.38% |
18/11/2024 | 0.93% | 863.78 CHF | 871.78 CHF | 500 | 500 | 500 | 500 | 429,168 CHF | 433,168 CHF | 99.68% | 99.68% |
15/11/2024 | 0.93% | 846.26 CHF | 854.26 CHF | 500 | 500 | 500 | 500 | 429,309 CHF | 433,309 CHF | 100.00% | 100.00% |
14/11/2024 | 0.91% | 879.33 CHF | 887.33 CHF | 500 | 500 | 500 | 500 | 435,623 CHF | 439,623 CHF | 100.00% | 100.00% |
13/11/2024 | 0.93% | 856.29 CHF | 864.29 CHF | 500 | 500 | 500 | 500 | 429,239 CHF | 433,239 CHF | 100.00% | 100.00% |
12/11/2024 | 0.92% | 861.46 CHF | 869.46 CHF | 500 | 500 | 500 | 500 | 434,270 CHF | 438,270 CHF | 98.75% | 98.75% |
11/11/2024 | 0.89% | 888.28 CHF | 896.28 CHF | 500 | 500 | 500 | 500 | 447,549 CHF | 451,549 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 887.76 CHF | 895.76 CHF | 500 | 500 | 500 | 500 | 445,817 CHF | 449,817 CHF | 99.85% | 99.85% |
07/11/2024 | 0.88% | 899.32 CHF | 907.32 CHF | 500 | 500 | 500 | 500 | 451,667 CHF | 455,667 CHF | 100.00% | 100.00% |