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 | 1.00% | 137.15 CHF | 138.53 CHF | 727 | 720 | 725 | 717 | 99,701 CHF | 99,709 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 135.85 CHF | 137.21 CHF | 734 | 727 | 732 | 725 | 99,698 CHF | 99,703 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 136.54 CHF | 137.91 CHF | 730 | 723 | 744 | 736 | 99,688 CHF | 99,695 CHF | 99.60% | 99.60% |
15/11/2024 | 1.00% | 135.71 CHF | 137.07 CHF | 735 | 727 | 739 | 732 | 99,692 CHF | 99,698 CHF | 99.17% | 99.17% |
14/11/2024 | 1.00% | 136.06 CHF | 137.43 CHF | 733 | 725 | 732 | 724 | 99,699 CHF | 99,704 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 134.45 CHF | 135.80 CHF | 741 | 734 | 742 | 735 | 99,689 CHF | 99,697 CHF | 99.92% | 99.92% |
12/11/2024 | 1.00% | 133.57 CHF | 134.91 CHF | 746 | 739 | 739 | 732 | 99,691 CHF | 99,696 CHF | 99.82% | 99.82% |
11/11/2024 | 1.00% | 133.61 CHF | 134.95 CHF | 746 | 739 | 736 | 729 | 99,694 CHF | 99,699 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 136.52 CHF | 137.89 CHF | 730 | 723 | 723 | 716 | 99,705 CHF | 99,710 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 139.31 CHF | 140.71 CHF | 716 | 709 | 721 | 714 | 99,705 CHF | 99,711 CHF | 100.00% | 100.00% |