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 | 0.48% | 1,030.00 CHF | 1,035.00 CHF | 4,400 | 4,384 | 4,400 | 4,399 | 4,537,940 CHF | 4,558,630 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 1,030.00 CHF | 1,035.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,535,210 CHF | 4,557,210 CHF | 99.86% | 99.86% |
18/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,549,870 CHF | 4,571,440 CHF | 99.93% | 99.93% |
15/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,559,550 CHF | 4,581,550 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 4,400 | 4,329 | 4,400 | 4,389 | 4,568,380 CHF | 4,578,370 CHF | 99.10% | 99.10% |
13/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,558,530 CHF | 4,580,530 CHF | 99.89% | 99.89% |
12/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 4,400 | 4,385 | 4,400 | 4,397 | 4,586,660 CHF | 4,605,840 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 1,050.00 CHF | 1,055.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,606,890 CHF | 4,628,890 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 4,400 | 4,400 | 4,398 | 4,398 | 4,571,230 CHF | 4,592,960 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 1,040.00 CHF | 1,045.00 CHF | 4,400 | 4,400 | 4,398 | 4,398 | 4,590,730 CHF | 4,612,720 CHF | 100.00% | 100.00% |