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 | 0.40% | 501.49 CHF | 503.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 501,949 CHF | 503,964 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 498.49 CHF | 500.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 496,842 CHF | 497,946 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 497.49 CHF | 498.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 497,298 CHF | 498,506 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 498.49 CHF | 499.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 510,280 CHF | 512,283 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 525.49 CHF | 527.51 CHF | 900 | 900 | 899 | 899 | 472,527 CHF | 474,339 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 525.49 CHF | 527.51 CHF | 900 | 900 | 947 | 947 | 495,716 CHF | 497,624 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 527.49 CHF | 529.51 CHF | 900 | 900 | 903 | 903 | 476,169 CHF | 477,990 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 524.49 CHF | 526.51 CHF | 900 | 900 | 908 | 908 | 476,932 CHF | 478,761 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 521.49 CHF | 523.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 520,175 CHF | 522,190 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 520.49 CHF | 522.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 517,909 CHF | 519,924 CHF | 99.76% | 99.76% |