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 | 0.91% | 56.70 CHF | 56.90 CHF | 2,700 | 2,700 | 1,223 | 1,223 | 72,238 CHF | 72,746 CHF | 99.05% | 99.05% |
19/11/2024 | 0.91% | 59.80 CHF | 60.00 CHF | 2,700 | 2,700 | 1,218 | 1,218 | 72,527 CHF | 73,035 CHF | 99.18% | 99.18% |
18/11/2024 | 0.92% | 60.60 CHF | 60.80 CHF | 2,600 | 2,600 | 1,204 | 1,204 | 72,574 CHF | 73,091 CHF | 99.84% | 99.84% |
15/11/2024 | 0.90% | 60.70 CHF | 60.90 CHF | 2,700 | 2,700 | 1,210 | 1,210 | 73,010 CHF | 73,516 CHF | 99.48% | 99.48% |
14/11/2024 | 0.97% | 60.40 CHF | 60.60 CHF | 2,600 | 2,600 | 1,201 | 1,201 | 73,202 CHF | 73,742 CHF | 98.49% | 98.49% |
13/11/2024 | 0.93% | 60.50 CHF | 60.70 CHF | 2,500 | 2,500 | 1,155 | 1,155 | 72,441 CHF | 72,965 CHF | 97.81% | 97.81% |
12/11/2024 | 0.92% | 64.80 CHF | 65.00 CHF | 2,500 | 2,500 | 1,156 | 1,156 | 74,409 CHF | 74,934 CHF | 99.36% | 99.36% |
11/11/2024 | 0.94% | 65.50 CHF | 65.70 CHF | 2,500 | 2,500 | 1,180 | 1,180 | 75,795 CHF | 76,332 CHF | 99.47% | 99.47% |
08/11/2024 | 0.91% | 62.20 CHF | 62.40 CHF | 2,700 | 2,700 | 1,226 | 1,226 | 73,840 CHF | 74,349 CHF | 98.84% | 98.84% |
07/11/2024 | 0.90% | 58.70 CHF | 58.90 CHF | 2,700 | 2,700 | 1,222 | 1,222 | 73,296 CHF | 73,805 CHF | 99.79% | 99.79% |