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% | 94.59 CHF | 95.54 CHF | 1,054 | 1,043 | 1,057 | 1,046 | 99,678 CHF | 99,674 CHF | 99.99% | 99.99% |
22/11/2024 | 1.00% | 93.99 CHF | 94.93 CHF | 1,060 | 1,050 | 1,066 | 1,055 | 99,671 CHF | 99,672 CHF | 99.99% | 99.99% |
20/11/2024 | 1.00% | 93.03 CHF | 93.96 CHF | 1,071 | 1,061 | 1,066 | 1,055 | 99,668 CHF | 99,675 CHF | 99.85% | 99.85% |
19/11/2024 | 1.00% | 93.01 CHF | 93.94 CHF | 1,072 | 1,061 | 1,073 | 1,062 | 99,663 CHF | 99,672 CHF | 99.99% | 99.99% |
18/11/2024 | 1.00% | 93.80 CHF | 94.74 CHF | 1,063 | 1,052 | 1,062 | 1,052 | 99,669 CHF | 99,676 CHF | 99.54% | 99.54% |
15/11/2024 | 1.00% | 94.01 CHF | 94.95 CHF | 1,060 | 1,050 | 1,057 | 1,047 | 99,673 CHF | 99,675 CHF | 99.90% | 99.90% |
14/11/2024 | 1.00% | 94.61 CHF | 95.56 CHF | 1,054 | 1,043 | 1,058 | 1,047 | 99,679 CHF | 99,673 CHF | 99.98% | 99.98% |
13/11/2024 | 1.00% | 93.55 CHF | 94.49 CHF | 1,065 | 1,055 | 1,065 | 1,054 | 99,668 CHF | 99,675 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 93.18 CHF | 94.12 CHF | 1,070 | 1,059 | 1,059 | 1,049 | 99,673 CHF | 99,675 CHF | 96.66% | 96.66% |
11/11/2024 | 1.00% | 95.40 CHF | 96.36 CHF | 1,045 | 1,034 | 1,042 | 1,032 | 99,681 CHF | 99,686 CHF | 99.99% | 99.99% |