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 | 0.39% | 1,024.00 CHF | 1,028.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,077,760 CHF | 7,105,360 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 1,025.00 CHF | 1,029.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,075,580 CHF | 7,103,180 CHF | 99.86% | 99.86% |
18/11/2024 | 0.39% | 1,028.00 CHF | 1,032.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,085,540 CHF | 7,113,140 CHF | 99.93% | 99.93% |
15/11/2024 | 0.39% | 1,027.00 CHF | 1,031.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,102,980 CHF | 7,130,580 CHF | 99.38% | 99.38% |
14/11/2024 | 0.43% | 1,035.00 CHF | 1,040.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,117,930 CHF | 7,148,320 CHF | 99.10% | 99.10% |
13/11/2024 | 0.39% | 1,030.00 CHF | 1,034.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,102,750 CHF | 7,130,350 CHF | 99.89% | 99.89% |
12/11/2024 | 0.48% | 1,031.00 CHF | 1,035.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,138,840 CHF | 7,173,020 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 1,035.00 CHF | 1,040.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,144,970 CHF | 7,179,470 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 1,035.00 CHF | 1,040.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,122,890 CHF | 7,154,350 CHF | 100.00% | 100.00% |
07/11/2024 | 0.46% | 1,030.00 CHF | 1,034.00 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 7,156,210 CHF | 7,189,440 CHF | 100.00% | 100.00% |