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% | 252.75 CHF | 254.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 510,592 CHF | 513,092 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 254.25 CHF | 255.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 509,554 CHF | 512,054 CHF | 99.37% | 99.37% |
18/11/2024 | 0.48% | 258.25 CHF | 259.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 518,804 CHF | 521,304 CHF | 98.94% | 98.94% |
15/11/2024 | 0.47% | 261.50 CHF | 262.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 526,568 CHF | 529,068 CHF | 99.36% | 99.36% |
14/11/2024 | 0.46% | 272.25 CHF | 273.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 540,896 CHF | 543,396 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 273.25 CHF | 274.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 547,300 CHF | 549,952 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 272.75 CHF | 274.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 547,913 CHF | 550,612 CHF | 99.16% | 99.16% |
11/11/2024 | 0.54% | 278.75 CHF | 280.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 557,221 CHF | 560,221 CHF | 99.38% | 99.38% |
08/11/2024 | 0.51% | 273.75 CHF | 275.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 550,703 CHF | 553,532 CHF | 99.37% | 99.37% |
07/11/2024 | 0.54% | 279.75 CHF | 281.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 557,706 CHF | 560,706 CHF | 98.56% | 98.56% |