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 | 0.22% | 487.96 CHF | 489.04 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 487,989 CHF | 489,073 CHF | 98.77% | 100.00% |
19/11/2024 | 0.22% | 485.46 CHF | 486.54 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 483,477 CHF | 484,561 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 484.96 CHF | 486.04 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 484,541 CHF | 485,625 CHF | 99.75% | 100.00% |
15/11/2024 | 0.22% | 482.96 CHF | 484.04 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 492,708 CHF | 493,792 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 501.46 CHF | 503.54 CHF | 900 | 900 | 899 | 899 | 450,871 CHF | 452,745 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 501.46 CHF | 503.54 CHF | 900 | 900 | 947 | 947 | 473,402 CHF | 475,368 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 502.46 CHF | 504.54 CHF | 900 | 900 | 903 | 903 | 453,888 CHF | 455,771 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 500.46 CHF | 502.54 CHF | 900 | 900 | 908 | 908 | 455,022 CHF | 456,914 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 499.46 CHF | 501.54 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 498,804 CHF | 500,326 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 498.46 CHF | 500.54 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 497,573 CHF | 498,970 CHF | 99.76% | 99.76% |