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 | 0.58% | 517.50 CHF | 520.50 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 623,666 CHF | 627,272 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 516.00 CHF | 520.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 620,930 CHF | 625,730 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 518.00 CHF | 522.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 621,082 CHF | 625,882 CHF | 100.00% | 100.00% |
15/11/2024 | 0.58% | 517.50 CHF | 520.50 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 620,011 CHF | 623,617 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 516.50 CHF | 519.50 CHF | 1,200 | 1,200 | 1,197 | 1,197 | 615,202 CHF | 618,802 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 511.00 CHF | 515.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 612,217 CHF | 617,017 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 506.00 CHF | 510.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 610,596 CHF | 615,396 CHF | 100.00% | 100.00% |
11/11/2024 | 0.58% | 514.50 CHF | 517.50 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 617,124 CHF | 620,730 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 508.50 CHF | 511.50 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 610,645 CHF | 614,251 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 512.00 CHF | 516.00 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 615,548 CHF | 620,348 CHF | 99.24% | 99.24% |