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 | 0.36% | 206.27 CHF | 207.02 CHF | 200 | 200 | 200 | 200 | 41,973 CHF | 42,123 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 200.71 CHF | 201.47 CHF | 200 | 200 | 200 | 200 | 40,187 CHF | 40,340 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 204.17 CHF | 204.92 CHF | 200 | 200 | 200 | 200 | 40,656 CHF | 40,806 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 198.43 CHF | 199.19 CHF | 200 | 200 | 200 | 200 | 38,534 CHF | 38,683 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 204.59 CHF | 205.27 CHF | 200 | 200 | 200 | 200 | 38,701 CHF | 38,834 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 205.24 CHF | 205.88 CHF | 250 | 250 | 250 | 250 | 51,244 CHF | 51,403 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 193.77 CHF | 194.44 CHF | 200 | 200 | 200 | 200 | 40,134 CHF | 40,269 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 212.01 CHF | 212.69 CHF | 200 | 200 | 200 | 200 | 42,654 CHF | 42,790 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 210.97 CHF | 211.66 CHF | 200 | 200 | 200 | 200 | 42,128 CHF | 42,265 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 216.02 CHF | 216.71 CHF | 200 | 200 | 200 | 200 | 43,783 CHF | 43,921 CHF | 100.00% | 100.00% |