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% | 246.50 CHF | 247.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,243,950 CHF | 1,250,050 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 247.90 CHF | 249.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,240,970 CHF | 1,247,010 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 251.25 CHF | 252.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,260,810 CHF | 1,267,060 CHF | 98.94% | 98.94% |
15/11/2024 | 0.49% | 254.00 CHF | 255.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,277,700 CHF | 1,283,950 CHF | 99.36% | 99.36% |
14/11/2024 | 0.48% | 263.50 CHF | 264.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,309,150 CHF | 1,315,400 CHF | 99.38% | 99.38% |
13/11/2024 | 0.47% | 264.25 CHF | 265.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,323,140 CHF | 1,329,390 CHF | 65.04% | 65.04% |
12/11/2024 | 0.47% | 263.75 CHF | 265.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,324,250 CHF | 1,330,500 CHF | 99.16% | 99.16% |
11/11/2024 | 0.46% | 268.75 CHF | 270.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,344,120 CHF | 1,350,370 CHF | 99.38% | 99.38% |
08/11/2024 | 0.47% | 264.50 CHF | 265.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,329,860 CHF | 1,336,110 CHF | 99.38% | 99.38% |
07/11/2024 | 0.46% | 269.50 CHF | 270.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,344,570 CHF | 1,350,820 CHF | 98.56% | 98.56% |