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% | 520.50 CHF | 523.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 783,740 CHF | 787,490 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 520.00 CHF | 522.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 781,626 CHF | 785,376 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 522.50 CHF | 525.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 780,838 CHF | 784,588 CHF | 99.37% | 99.37% |
15/11/2024 | 0.48% | 519.50 CHF | 522.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 777,483 CHF | 781,233 CHF | 99.38% | 99.38% |
14/11/2024 | 0.48% | 517.50 CHF | 520.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 772,160 CHF | 775,910 CHF | 99.37% | 99.37% |
13/11/2024 | 0.49% | 512.00 CHF | 514.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 767,259 CHF | 771,009 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 508.50 CHF | 511.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 766,779 CHF | 770,529 CHF | 99.38% | 99.38% |
11/11/2024 | 0.48% | 515.00 CHF | 517.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 772,119 CHF | 775,869 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 510.00 CHF | 512.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 765,887 CHF | 769,637 CHF | 99.34% | 99.34% |
07/11/2024 | 0.48% | 514.00 CHF | 516.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 772,377 CHF | 776,127 CHF | 98.79% | 98.79% |