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 | 0.22% | 336.88 CHF | 337.62 CHF | 800 | 800 | 798 | 798 | 269,441 CHF | 270,036 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 339.88 CHF | 340.62 CHF | 800 | 800 | 767 | 767 | 263,459 CHF | 264,031 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 347.00 CHF | 348.50 CHF | 700 | 700 | 700 | 700 | 244,292 CHF | 245,342 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 351.00 CHF | 352.50 CHF | 700 | 700 | 700 | 700 | 245,419 CHF | 246,469 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 361.88 CHF | 362.62 CHF | 700 | 700 | 699 | 699 | 257,043 CHF | 257,572 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 374.38 CHF | 375.12 CHF | 700 | 700 | 268 | 268 | 99,447 CHF | 99,857 CHF | 99.30% | 99.30% |
12/11/2024 | 0.33% | 376.38 CHF | 377.62 CHF | 700 | 700 | 627 | 627 | 238,004 CHF | 238,785 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 379.38 CHF | 380.62 CHF | 600 | 600 | 616 | 616 | 234,032 CHF | 234,799 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 376.38 CHF | 377.62 CHF | 700 | 700 | 700 | 700 | 262,350 CHF | 263,088 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 374.88 CHF | 375.62 CHF | 700 | 700 | 700 | 700 | 262,695 CHF | 263,403 CHF | 99.76% | 99.76% |