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 | 0.99% | 70.30 CHF | 71.00 CHF | 1,423 | 1,409 | 1,421 | 1,407 | 100,065 CHF | 100,069 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 69.63 CHF | 70.33 CHF | 1,437 | 1,423 | 1,436 | 1,421 | 100,072 CHF | 100,066 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 69.55 CHF | 70.25 CHF | 1,439 | 1,424 | 1,438 | 1,424 | 100,069 CHF | 100,069 CHF | 99.60% | 99.60% |
15/11/2024 | 0.99% | 69.14 CHF | 69.83 CHF | 1,447 | 1,433 | 1,446 | 1,432 | 100,071 CHF | 100,068 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 70.99 CHF | 71.70 CHF | 1,410 | 1,396 | 1,410 | 1,396 | 100,066 CHF | 100,075 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 71.91 CHF | 72.63 CHF | 1,392 | 1,378 | 1,393 | 1,379 | 100,074 CHF | 100,076 CHF | 99.78% | 99.78% |
12/11/2024 | 1.00% | 71.55 CHF | 72.27 CHF | 1,399 | 1,385 | 1,397 | 1,384 | 100,069 CHF | 100,073 CHF | 99.82% | 99.82% |
11/11/2024 | 0.99% | 73.51 CHF | 74.25 CHF | 1,361 | 1,348 | 1,366 | 1,352 | 100,075 CHF | 100,077 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 72.89 CHF | 73.62 CHF | 1,373 | 1,359 | 1,366 | 1,353 | 100,070 CHF | 100,075 CHF | 97.81% | 97.81% |
07/11/2024 | 1.00% | 74.42 CHF | 75.16 CHF | 1,345 | 1,331 | 1,342 | 1,328 | 100,074 CHF | 100,075 CHF | 100.00% | 100.00% |