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% | 164.92 CHF | 166.58 CHF | 604 | 598 | 599 | 594 | 99,566 CHF | 99,577 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 164.76 CHF | 166.42 CHF | 604 | 598 | 603 | 597 | 99,562 CHF | 99,569 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 168.29 CHF | 169.98 CHF | 592 | 586 | 593 | 587 | 99,574 CHF | 99,583 CHF | 99.60% | 99.60% |
15/11/2024 | 1.00% | 168.11 CHF | 169.80 CHF | 592 | 586 | 590 | 584 | 99,580 CHF | 99,591 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 168.04 CHF | 169.73 CHF | 593 | 587 | 605 | 599 | 99,562 CHF | 99,569 CHF | 99.74% | 99.74% |
13/11/2024 | 1.00% | 160.42 CHF | 162.03 CHF | 621 | 614 | 623 | 617 | 99,538 CHF | 99,538 CHF | 99.93% | 99.93% |
12/11/2024 | 1.00% | 159.19 CHF | 160.79 CHF | 625 | 619 | 619 | 612 | 99,544 CHF | 99,555 CHF | 99.53% | 99.53% |
11/11/2024 | 1.00% | 165.49 CHF | 167.15 CHF | 602 | 596 | 599 | 593 | 99,571 CHF | 99,581 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 165.43 CHF | 167.09 CHF | 602 | 596 | 599 | 593 | 99,572 CHF | 99,580 CHF | 89.39% | 89.39% |
07/11/2024 | 1.00% | 171.80 CHF | 173.53 CHF | 580 | 574 | 585 | 579 | 99,586 CHF | 99,593 CHF | 95.00% | 95.00% |