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% | 75.96 CHF | 76.72 CHF | 1,311 | 1,298 | 1,319 | 1,306 | 99,546 CHF | 99,554 CHF | 100.00% | 100.00% |
22/11/2024 | 1.00% | 74.75 CHF | 75.50 CHF | 1,332 | 1,319 | 1,337 | 1,324 | 99,543 CHF | 99,542 CHF | 99.99% | 99.99% |
20/11/2024 | 1.00% | 74.36 CHF | 75.11 CHF | 1,339 | 1,325 | 1,333 | 1,319 | 99,543 CHF | 99,548 CHF | 99.85% | 99.85% |
19/11/2024 | 1.00% | 74.62 CHF | 75.37 CHF | 1,334 | 1,321 | 1,335 | 1,321 | 99,539 CHF | 99,547 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 75.05 CHF | 75.80 CHF | 1,326 | 1,313 | 1,327 | 1,314 | 99,543 CHF | 99,551 CHF | 99.54% | 99.54% |
15/11/2024 | 1.00% | 75.17 CHF | 75.93 CHF | 1,324 | 1,311 | 1,323 | 1,310 | 99,547 CHF | 99,554 CHF | 99.89% | 99.89% |
14/11/2024 | 1.00% | 75.19 CHF | 75.95 CHF | 1,324 | 1,311 | 1,325 | 1,312 | 99,548 CHF | 99,552 CHF | 99.98% | 99.98% |
13/11/2024 | 1.00% | 74.91 CHF | 75.66 CHF | 1,329 | 1,316 | 1,330 | 1,317 | 99,529 CHF | 99,552 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 75.71 CHF | 76.47 CHF | 1,315 | 1,302 | 1,305 | 1,293 | 99,544 CHF | 99,553 CHF | 96.66% | 96.66% |
11/11/2024 | 1.00% | 77.07 CHF | 77.84 CHF | 1,292 | 1,279 | 1,291 | 1,278 | 99,554 CHF | 99,559 CHF | 96.34% | 96.34% |