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% | 202.80 CHF | 203.80 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 509,665 CHF | 512,165 CHF | 99.17% | 99.17% |
19/11/2024 | 0.49% | 205.70 CHF | 206.70 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 512,370 CHF | 514,870 CHF | 99.17% | 99.17% |
18/11/2024 | 0.49% | 205.70 CHF | 206.70 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 512,406 CHF | 514,906 CHF | 99.20% | 99.20% |
15/11/2024 | 0.49% | 203.70 CHF | 204.70 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 509,551 CHF | 512,051 CHF | 99.17% | 99.17% |
14/11/2024 | 0.49% | 208.60 CHF | 209.60 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 514,022 CHF | 516,522 CHF | 99.16% | 99.16% |
13/11/2024 | 0.50% | 201.80 CHF | 202.80 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 501,393 CHF | 503,893 CHF | 99.17% | 99.17% |
12/11/2024 | 0.49% | 203.10 CHF | 204.10 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 512,059 CHF | 514,559 CHF | 99.17% | 99.17% |
11/11/2024 | 0.48% | 206.60 CHF | 207.60 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 520,084 CHF | 522,584 CHF | 99.17% | 99.17% |
08/11/2024 | 0.49% | 207.80 CHF | 208.80 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 522,415 CHF | 524,982 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 210.10 CHF | 211.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 529,012 CHF | 531,762 CHF | 98.43% | 98.43% |