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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.75% | 92.40 CHF | 93.10 CHF | 2,164 | 2,148 | 2,153 | 2,136 | 199,954 CHF | 199,953 CHF | 99.95% | 99.95% |
19/11/2024 | 0.75% | 92.42 CHF | 93.12 CHF | 2,164 | 2,147 | 2,165 | 2,149 | 199,955 CHF | 199,958 CHF | 99.91% | 99.91% |
18/11/2024 | 0.75% | 93.60 CHF | 94.30 CHF | 2,136 | 2,120 | 2,143 | 2,127 | 199,955 CHF | 199,954 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 93.86 CHF | 94.56 CHF | 2,130 | 2,115 | 2,111 | 2,107 | 198,881 CHF | 199,954 CHF | 99.85% | 99.85% |
14/11/2024 | 0.76% | 94.58 CHF | 95.30 CHF | 2,114 | 2,098 | 2,114 | 2,098 | 199,950 CHF | 199,946 CHF | 99.95% | 99.95% |
13/11/2024 | 0.76% | 94.57 CHF | 95.29 CHF | 2,114 | 2,098 | 2,110 | 2,094 | 199,952 CHF | 199,949 CHF | 99.94% | 99.94% |
12/11/2024 | 0.75% | 95.34 CHF | 96.06 CHF | 1,497 | 2,082 | 2,074 | 2,063 | 199,584 CHF | 199,955 CHF | 99.88% | 99.88% |
11/11/2024 | 0.75% | 96.97 CHF | 97.70 CHF | 2,062 | 2,047 | 2,058 | 2,043 | 199,949 CHF | 199,954 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 96.79 CHF | 97.52 CHF | 1,866 | 2,050 | 2,034 | 2,053 | 196,605 CHF | 199,952 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 97.09 CHF | 97.82 CHF | 2,059 | 2,044 | 2,057 | 2,042 | 199,898 CHF | 199,953 CHF | 99.87% | 99.87% |