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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.00% | 143.05 CHF | 144.48 CHF | 700 | 693 | 702 | 695 | 100,139 CHF | 100,138 CHF | 100.00% | 100.00% |
22/11/2024 | 1.00% | 142.74 CHF | 144.17 CHF | 702 | 695 | 704 | 697 | 100,135 CHF | 100,134 CHF | 99.99% | 99.99% |
20/11/2024 | 0.99% | 140.79 CHF | 142.20 CHF | 711 | 704 | 709 | 702 | 100,148 CHF | 100,147 CHF | 99.85% | 99.85% |
19/11/2024 | 1.00% | 140.72 CHF | 142.13 CHF | 712 | 705 | 712 | 705 | 100,136 CHF | 100,138 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 141.45 CHF | 142.86 CHF | 708 | 701 | 709 | 702 | 100,140 CHF | 100,141 CHF | 99.54% | 99.54% |
15/11/2024 | 0.99% | 141.39 CHF | 142.80 CHF | 708 | 701 | 708 | 701 | 100,141 CHF | 100,139 CHF | 99.90% | 99.90% |
14/11/2024 | 1.00% | 141.84 CHF | 143.26 CHF | 706 | 699 | 708 | 701 | 100,132 CHF | 100,131 CHF | 99.98% | 99.98% |
13/11/2024 | 0.99% | 141.00 CHF | 142.41 CHF | 710 | 703 | 710 | 703 | 100,138 CHF | 100,139 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 140.98 CHF | 142.39 CHF | 710 | 703 | 708 | 701 | 100,149 CHF | 100,146 CHF | 96.66% | 96.66% |
11/11/2024 | 1.00% | 142.68 CHF | 144.11 CHF | 702 | 695 | 702 | 695 | 100,146 CHF | 100,147 CHF | 99.99% | 99.99% |