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 | 1.50% | 155.90 CHF | 158.26 CHF | 638 | 628 | 638 | 629 | 99,396 CHF | 99,402 CHF | 100.00% | 100.00% |
19/11/2024 | 1.50% | 152.96 CHF | 155.27 CHF | 650 | 640 | 644 | 634 | 99,375 CHF | 99,404 CHF | 98.38% | 98.38% |
18/11/2024 | 1.50% | 155.86 CHF | 158.22 CHF | 638 | 628 | 640 | 631 | 99,390 CHF | 99,395 CHF | 99.60% | 99.60% |
15/11/2024 | 1.50% | 151.46 CHF | 153.75 CHF | 656 | 646 | 651 | 641 | 99,372 CHF | 99,390 CHF | 100.00% | 100.00% |
14/11/2024 | 1.50% | 152.18 CHF | 154.48 CHF | 653 | 643 | 643 | 633 | 99,385 CHF | 99,398 CHF | 99.97% | 99.97% |
13/11/2024 | 1.50% | 159.93 CHF | 162.35 CHF | 622 | 612 | 624 | 615 | 99,416 CHF | 99,424 CHF | 99.80% | 99.80% |
12/11/2024 | 1.50% | 157.94 CHF | 160.33 CHF | 629 | 620 | 625 | 615 | 99,410 CHF | 99,425 CHF | 99.82% | 99.82% |
11/11/2024 | 1.50% | 162.26 CHF | 164.71 CHF | 613 | 604 | 615 | 606 | 99,426 CHF | 99,437 CHF | 100.00% | 100.00% |
08/11/2024 | 1.50% | 153.53 CHF | 155.85 CHF | 647 | 638 | 646 | 637 | 99,376 CHF | 99,397 CHF | 100.00% | 100.00% |
07/11/2024 | 1.50% | 153.15 CHF | 155.47 CHF | 649 | 639 | 652 | 643 | 99,367 CHF | 99,388 CHF | 100.00% | 100.00% |