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% | 504.50 CHF | 507.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,537,330 CHF | 764,948 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 504.50 CHF | 507.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,523,020 CHF | 760,655 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 508.00 CHF | 510.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,539,840 CHF | 765,703 CHF | 98.93% | 98.93% |
15/11/2024 | 0.49% | 510.50 CHF | 513.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,561,980 CHF | 772,343 CHF | 99.34% | 99.34% |
14/11/2024 | 0.49% | 513.00 CHF | 515.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,549,550 CHF | 768,615 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 504.00 CHF | 506.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,521,680 CHF | 760,255 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 507.50 CHF | 510.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,565,160 CHF | 773,298 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 510.00 CHF | 512.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,563,980 CHF | 772,944 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 507.00 CHF | 509.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,535,750 CHF | 764,474 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 510.00 CHF | 512.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,547,190 CHF | 767,906 CHF | 98.57% | 98.57% |