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 | 1.00% | 117.54 CHF | 118.72 CHF | 850 | 842 | 857 | 849 | 99,944 CHF | 99,949 CHF | 99.87% | 99.87% |
20/11/2024 | 1.00% | 114.91 CHF | 116.06 CHF | 870 | 861 | 867 | 859 | 99,942 CHF | 99,951 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 115.09 CHF | 116.24 CHF | 868 | 860 | 868 | 859 | 99,944 CHF | 99,943 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 115.91 CHF | 117.07 CHF | 862 | 854 | 865 | 856 | 99,945 CHF | 99,943 CHF | 99.60% | 99.60% |
15/11/2024 | 0.99% | 116.93 CHF | 118.10 CHF | 855 | 846 | 853 | 845 | 99,943 CHF | 99,951 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 117.82 CHF | 119.00 CHF | 848 | 840 | 851 | 842 | 99,946 CHF | 99,952 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 117.73 CHF | 118.91 CHF | 849 | 841 | 850 | 842 | 99,948 CHF | 99,948 CHF | 99.93% | 99.93% |
12/11/2024 | 1.00% | 118.29 CHF | 119.47 CHF | 845 | 837 | 839 | 831 | 99,955 CHF | 99,957 CHF | 99.82% | 99.82% |
11/11/2024 | 1.00% | 119.20 CHF | 120.39 CHF | 839 | 830 | 836 | 828 | 99,950 CHF | 99,959 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 119.23 CHF | 120.42 CHF | 838 | 830 | 839 | 831 | 99,951 CHF | 99,956 CHF | 100.00% | 100.00% |