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% | 252.00 CHF | 253.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,272,820 CHF | 1,279,070 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 253.50 CHF | 254.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,270,330 CHF | 1,276,580 CHF | 99.38% | 99.38% |
18/11/2024 | 0.48% | 257.50 CHF | 258.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,294,380 CHF | 1,300,630 CHF | 98.95% | 98.95% |
15/11/2024 | 0.47% | 261.00 CHF | 262.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,314,440 CHF | 1,320,690 CHF | 99.36% | 99.36% |
14/11/2024 | 0.46% | 272.25 CHF | 273.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,351,630 CHF | 1,357,880 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 273.25 CHF | 274.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,368,520 CHF | 1,375,160 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 272.75 CHF | 274.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,370,060 CHF | 1,376,840 CHF | 99.16% | 99.16% |
11/11/2024 | 0.54% | 279.00 CHF | 280.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,394,620 CHF | 1,402,120 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 273.75 CHF | 275.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,377,630 CHF | 1,384,800 CHF | 99.37% | 99.37% |
07/11/2024 | 0.54% | 280.00 CHF | 281.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,396,260 CHF | 1,403,760 CHF | 98.56% | 98.56% |