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 | 0.80% | 1,239.46 CHF | 1,249.46 CHF | 180 | 180 | 180 | 180 | 222,758 CHF | 224,558 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 1,232.33 CHF | 1,242.33 CHF | 180 | 180 | 180 | 180 | 221,339 CHF | 223,139 CHF | 89.38% | 89.38% |
18/11/2024 | 0.81% | 1,236.50 CHF | 1,246.50 CHF | 180 | 180 | 180 | 180 | 222,353 CHF | 224,153 CHF | 99.68% | 99.68% |
15/11/2024 | 0.80% | 1,241.13 CHF | 1,251.13 CHF | 180 | 180 | 180 | 180 | 224,675 CHF | 226,475 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1,249.82 CHF | 1,259.82 CHF | 180 | 180 | 180 | 180 | 224,596 CHF | 226,396 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 1,255.62 CHF | 1,265.62 CHF | 180 | 180 | 180 | 180 | 226,391 CHF | 228,191 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 1,261.82 CHF | 1,271.82 CHF | 180 | 180 | 180 | 180 | 227,383 CHF | 229,183 CHF | 98.75% | 98.75% |
11/11/2024 | 0.78% | 1,267.82 CHF | 1,277.82 CHF | 180 | 180 | 180 | 180 | 228,700 CHF | 230,500 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 1,270.34 CHF | 1,280.34 CHF | 180 | 180 | 180 | 180 | 229,285 CHF | 231,085 CHF | 99.85% | 99.85% |
07/11/2024 | 0.78% | 1,277.10 CHF | 1,287.10 CHF | 180 | 180 | 180 | 180 | 230,536 CHF | 232,336 CHF | 100.00% | 100.00% |