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 | 0.75% | 416.00 CHF | 419.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,080,980 CHF | 2,096,720 CHF | 98.82% | 98.82% |
19/11/2024 | 0.75% | 416.00 CHF | 419.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,080,850 CHF | 2,096,440 CHF | 99.94% | 99.94% |
18/11/2024 | 0.75% | 416.75 CHF | 419.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,082,200 CHF | 2,097,870 CHF | 97.61% | 97.61% |
15/11/2024 | 0.75% | 416.50 CHF | 419.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,080,940 CHF | 2,096,570 CHF | 98.52% | 98.52% |
14/11/2024 | 0.75% | 416.00 CHF | 419.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,078,150 CHF | 2,093,750 CHF | 99.57% | 99.57% |
13/11/2024 | 0.74% | 414.75 CHF | 417.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,073,350 CHF | 2,088,840 CHF | 98.22% | 98.22% |
12/11/2024 | 0.75% | 414.00 CHF | 417.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,073,060 CHF | 2,088,580 CHF | 99.36% | 99.36% |
11/11/2024 | 0.76% | 415.00 CHF | 418.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,074,510 CHF | 2,090,280 CHF | 95.09% | 95.09% |
08/11/2024 | 0.76% | 414.00 CHF | 417.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,069,990 CHF | 2,085,720 CHF | 54.94% | 54.94% |
07/11/2024 | 0.75% | 414.75 CHF | 418.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,074,420 CHF | 2,090,100 CHF | 95.28% | 95.28% |