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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.49% | 97.89 CHF | 99.36 CHF | 1,023 | 1,007 | 1,027 | 1,012 | 100,096 CHF | 100,099 CHF | 99.87% | 99.87% |
20/11/2024 | 1.49% | 97.18 CHF | 98.64 CHF | 1,030 | 1,015 | 1,024 | 1,009 | 100,098 CHF | 100,101 CHF | 100.00% | 100.00% |
19/11/2024 | 1.49% | 97.81 CHF | 99.28 CHF | 1,023 | 1,008 | 1,026 | 1,010 | 100,097 CHF | 100,101 CHF | 98.38% | 98.38% |
18/11/2024 | 1.49% | 98.63 CHF | 100.11 CHF | 1,015 | 1,000 | 1,017 | 1,002 | 100,100 CHF | 100,104 CHF | 99.60% | 99.60% |
15/11/2024 | 1.49% | 98.23 CHF | 99.70 CHF | 1,019 | 1,004 | 1,015 | 1,000 | 100,100 CHF | 100,103 CHF | 100.00% | 100.00% |
14/11/2024 | 1.49% | 98.54 CHF | 100.02 CHF | 1,016 | 1,001 | 1,020 | 1,005 | 100,101 CHF | 100,105 CHF | 99.97% | 99.97% |
13/11/2024 | 1.49% | 97.56 CHF | 99.02 CHF | 1,026 | 1,011 | 1,021 | 1,006 | 100,101 CHF | 100,105 CHF | 99.92% | 99.92% |
12/11/2024 | 1.49% | 98.38 CHF | 99.86 CHF | 1,017 | 1,002 | 1,008 | 993 | 100,102 CHF | 100,101 CHF | 99.82% | 99.82% |
11/11/2024 | 1.49% | 100.94 CHF | 102.45 CHF | 992 | 977 | 992 | 977 | 100,100 CHF | 100,102 CHF | 100.00% | 100.00% |
08/11/2024 | 1.49% | 99.90 CHF | 101.40 CHF | 1,002 | 987 | 999 | 985 | 100,104 CHF | 100,102 CHF | 100.00% | 100.00% |