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% | 255.75 CHF | 257.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 517,233 CHF | 519,733 CHF | 99.38% | 99.38% |
19/11/2024 | 0.48% | 257.50 CHF | 258.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 516,085 CHF | 518,585 CHF | 99.37% | 99.37% |
18/11/2024 | 0.47% | 261.75 CHF | 263.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 525,886 CHF | 528,386 CHF | 98.94% | 98.94% |
15/11/2024 | 0.47% | 265.25 CHF | 266.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 534,219 CHF | 536,719 CHF | 99.36% | 99.36% |
14/11/2024 | 0.51% | 276.75 CHF | 278.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 549,460 CHF | 552,261 CHF | 99.38% | 99.38% |
13/11/2024 | 0.54% | 277.75 CHF | 279.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 556,303 CHF | 559,303 CHF | 65.04% | 65.04% |
12/11/2024 | 0.54% | 277.00 CHF | 278.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 556,966 CHF | 559,966 CHF | 99.16% | 99.16% |
11/11/2024 | 0.53% | 283.50 CHF | 285.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 567,034 CHF | 570,034 CHF | 99.38% | 99.38% |
08/11/2024 | 0.53% | 278.00 CHF | 279.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 559,996 CHF | 562,996 CHF | 99.38% | 99.38% |
07/11/2024 | 0.53% | 284.50 CHF | 286.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 567,503 CHF | 570,503 CHF | 98.56% | 98.56% |