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 | 0.48% | 244.90 CHF | 246.10 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 618,616 CHF | 497,292 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 246.60 CHF | 247.80 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 615,717 CHF | 494,974 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 247.20 CHF | 248.40 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 617,770 CHF | 496,622 CHF | 98.94% | 98.94% |
15/11/2024 | 0.50% | 249.00 CHF | 250.25 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 623,835 CHF | 501,583 CHF | 99.35% | 99.35% |
14/11/2024 | 0.50% | 250.75 CHF | 252.00 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 624,330 CHF | 501,958 CHF | 99.38% | 99.38% |
13/11/2024 | 0.48% | 249.50 CHF | 250.75 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 619,391 CHF | 497,917 CHF | 65.04% | 65.04% |
12/11/2024 | 0.50% | 247.10 CHF | 248.30 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 625,561 CHF | 502,935 CHF | 99.14% | 99.14% |
11/11/2024 | 0.49% | 252.00 CHF | 253.25 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 630,550 CHF | 506,940 CHF | 99.37% | 99.37% |
08/11/2024 | 0.50% | 250.25 CHF | 251.50 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 625,219 CHF | 502,677 CHF | 99.37% | 99.37% |
07/11/2024 | 0.49% | 250.75 CHF | 252.00 CHF | 2,500 | 2,000 | 2,500 | 2,000 | 625,227 CHF | 502,657 CHF | 98.56% | 98.56% |