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 | 0.99% | 120.27 CHF | 121.47 CHF | 832 | 824 | 833 | 825 | 100,119 CHF | 100,121 CHF | 99.99% | 99.99% |
22/11/2024 | 1.00% | 119.97 CHF | 121.17 CHF | 835 | 826 | 839 | 831 | 100,117 CHF | 100,118 CHF | 99.99% | 99.99% |
20/11/2024 | 1.00% | 119.04 CHF | 120.23 CHF | 841 | 833 | 838 | 829 | 100,115 CHF | 100,120 CHF | 99.86% | 99.86% |
19/11/2024 | 0.99% | 119.27 CHF | 120.46 CHF | 839 | 831 | 840 | 832 | 100,117 CHF | 100,124 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 120.27 CHF | 121.47 CHF | 832 | 824 | 833 | 825 | 100,120 CHF | 100,123 CHF | 99.54% | 99.54% |
15/11/2024 | 1.00% | 120.40 CHF | 121.60 CHF | 832 | 823 | 830 | 822 | 100,121 CHF | 100,123 CHF | 99.90% | 99.90% |
14/11/2024 | 1.00% | 121.04 CHF | 122.25 CHF | 827 | 819 | 830 | 822 | 100,125 CHF | 100,122 CHF | 99.98% | 99.98% |
13/11/2024 | 0.99% | 119.79 CHF | 120.99 CHF | 836 | 828 | 835 | 826 | 100,119 CHF | 100,123 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 119.93 CHF | 121.13 CHF | 835 | 827 | 829 | 821 | 100,127 CHF | 100,120 CHF | 96.66% | 96.66% |
11/11/2024 | 1.00% | 121.88 CHF | 123.10 CHF | 821 | 813 | 821 | 813 | 100,116 CHF | 100,123 CHF | 99.99% | 99.99% |