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 | 0.69% | 717.00 CHF | 722.00 CHF | 500 | 500 | 500 | 500 | 359,649 CHF | 362,149 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 712.00 CHF | 717.00 CHF | 500 | 500 | 500 | 500 | 355,716 CHF | 358,216 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 714.70 CHF | 718.31 CHF | 500 | 500 | 500 | 500 | 357,206 CHF | 359,010 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 711.70 CHF | 715.31 CHF | 500 | 500 | 500 | 500 | 353,319 CHF | 355,124 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 716.00 CHF | 721.00 CHF | 500 | 500 | 499 | 499 | 352,967 CHF | 355,463 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 712.70 CHF | 716.31 CHF | 500 | 500 | 500 | 500 | 356,463 CHF | 358,268 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 703.70 CHF | 707.31 CHF | 500 | 500 | 500 | 500 | 354,325 CHF | 356,129 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 716.00 CHF | 721.00 CHF | 500 | 500 | 500 | 500 | 358,558 CHF | 361,058 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 715.00 CHF | 720.00 CHF | 500 | 500 | 500 | 500 | 357,679 CHF | 360,179 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 719.70 CHF | 723.31 CHF | 500 | 500 | 500 | 500 | 361,048 CHF | 362,852 CHF | 99.24% | 99.24% |