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 | 0.49% | 253.75 CHF | 255.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,282,740 CHF | 1,288,990 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 255.25 CHF | 256.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,279,960 CHF | 1,286,210 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 259.75 CHF | 261.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,305,310 CHF | 1,311,560 CHF | 98.95% | 98.95% |
15/11/2024 | 0.47% | 263.50 CHF | 264.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,327,110 CHF | 1,333,360 CHF | 99.36% | 99.36% |
14/11/2024 | 0.47% | 275.25 CHF | 276.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,365,930 CHF | 1,372,380 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 276.25 CHF | 277.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,382,960 CHF | 1,390,280 CHF | 65.04% | 65.04% |
12/11/2024 | 0.54% | 275.50 CHF | 277.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,384,170 CHF | 1,391,670 CHF | 99.16% | 99.16% |
11/11/2024 | 0.53% | 282.00 CHF | 283.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,409,320 CHF | 1,416,820 CHF | 99.38% | 99.38% |
08/11/2024 | 0.54% | 276.25 CHF | 277.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,391,080 CHF | 1,398,580 CHF | 99.38% | 99.38% |
07/11/2024 | 0.53% | 283.00 CHF | 284.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,410,360 CHF | 1,417,860 CHF | 98.56% | 98.56% |