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 | 0.80% | 508.60 CHF | 512.69 CHF | 200 | 200 | 200 | 200 | 102,233 CHF | 103,054 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 511.72 CHF | 515.83 CHF | 200 | 200 | 200 | 200 | 102,329 CHF | 103,151 CHF | 99.89% | 99.89% |
18/11/2024 | 0.80% | 517.29 CHF | 521.44 CHF | 200 | 200 | 200 | 200 | 103,373 CHF | 104,203 CHF | 99.99% | 99.99% |
15/11/2024 | 0.80% | 517.63 CHF | 521.79 CHF | 200 | 200 | 200 | 200 | 104,126 CHF | 104,963 CHF | 99.99% | 99.99% |
14/11/2024 | 0.80% | 524.11 CHF | 528.32 CHF | 200 | 200 | 200 | 200 | 104,278 CHF | 105,116 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 517.23 CHF | 521.38 CHF | 200 | 200 | 200 | 200 | 103,699 CHF | 104,532 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 518.16 CHF | 522.32 CHF | 200 | 200 | 200 | 200 | 104,405 CHF | 105,244 CHF | 99.95% | 99.95% |
11/11/2024 | 0.80% | 532.42 CHF | 536.70 CHF | 200 | 200 | 200 | 200 | 105,861 CHF | 106,711 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 527.80 CHF | 532.04 CHF | 200 | 200 | 200 | 200 | 105,686 CHF | 106,535 CHF | 99.99% | 99.99% |
07/11/2024 | 0.80% | 535.97 CHF | 540.27 CHF | 200 | 200 | 200 | 200 | 107,379 CHF | 108,242 CHF | 100.00% | 100.00% |