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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.49% | 256.25 CHF | 257.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 512,228 CHF | 514,728 CHF | 99.29% | 99.29% |
20/11/2024 | 0.49% | 252.50 CHF | 253.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 507,535 CHF | 510,035 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 253.25 CHF | 254.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 506,829 CHF | 509,329 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 255.25 CHF | 256.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 511,701 CHF | 514,201 CHF | 98.94% | 98.94% |
15/11/2024 | 0.48% | 257.00 CHF | 258.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 515,514 CHF | 518,014 CHF | 99.34% | 99.34% |
14/11/2024 | 0.48% | 262.00 CHF | 263.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 522,180 CHF | 524,680 CHF | 99.38% | 99.38% |
13/11/2024 | 0.47% | 262.50 CHF | 263.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 525,145 CHF | 527,645 CHF | 65.03% | 65.03% |
12/11/2024 | 0.47% | 262.00 CHF | 263.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 525,164 CHF | 527,664 CHF | 99.14% | 99.14% |
11/11/2024 | 0.47% | 264.75 CHF | 266.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 529,217 CHF | 531,717 CHF | 99.38% | 99.38% |
08/11/2024 | 0.47% | 262.25 CHF | 263.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 526,248 CHF | 528,748 CHF | 99.37% | 99.37% |