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% | 223.11 CHF | 225.35 CHF | 447 | 443 | 445 | 440 | 99,785 CHF | 99,773 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 223.37 CHF | 225.61 CHF | 447 | 442 | 447 | 442 | 99,776 CHF | 99,778 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 225.67 CHF | 227.94 CHF | 442 | 438 | 443 | 439 | 99,797 CHF | 99,777 CHF | 99.60% | 99.60% |
15/11/2024 | 1.00% | 226.30 CHF | 228.57 CHF | 441 | 437 | 440 | 436 | 99,793 CHF | 99,784 CHF | 99.88% | 99.88% |
14/11/2024 | 1.00% | 226.19 CHF | 228.46 CHF | 441 | 437 | 442 | 438 | 99,780 CHF | 99,786 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 229.64 CHF | 231.95 CHF | 435 | 430 | 436 | 432 | 99,791 CHF | 99,810 CHF | 99.79% | 99.79% |
12/11/2024 | 1.00% | 230.47 CHF | 232.78 CHF | 433 | 429 | 430 | 426 | 99,804 CHF | 99,822 CHF | 99.82% | 99.82% |
11/11/2024 | 1.00% | 231.99 CHF | 234.32 CHF | 430 | 426 | 430 | 426 | 99,800 CHF | 99,815 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 228.65 CHF | 230.95 CHF | 436 | 432 | 437 | 433 | 99,794 CHF | 99,789 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 229.48 CHF | 231.78 CHF | 435 | 431 | 434 | 430 | 99,805 CHF | 99,806 CHF | 100.00% | 100.00% |