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 | 1.49% | 155.46 CHF | 157.79 CHF | 646 | 636 | 643 | 634 | 100,418 CHF | 100,408 CHF | 100.00% | 100.00% |
19/11/2024 | 1.48% | 154.98 CHF | 157.30 CHF | 648 | 638 | 650 | 640 | 100,417 CHF | 100,410 CHF | 98.38% | 98.38% |
18/11/2024 | 1.49% | 155.18 CHF | 157.50 CHF | 647 | 638 | 649 | 639 | 100,414 CHF | 100,410 CHF | 99.60% | 99.60% |
15/11/2024 | 1.49% | 154.80 CHF | 157.12 CHF | 649 | 639 | 647 | 638 | 100,410 CHF | 100,417 CHF | 100.00% | 100.00% |
14/11/2024 | 1.48% | 156.01 CHF | 158.34 CHF | 644 | 634 | 647 | 637 | 100,412 CHF | 100,387 CHF | 99.97% | 99.97% |
13/11/2024 | 1.49% | 154.27 CHF | 156.58 CHF | 651 | 641 | 652 | 642 | 100,418 CHF | 100,410 CHF | 99.92% | 99.92% |
12/11/2024 | 1.49% | 154.03 CHF | 156.33 CHF | 652 | 642 | 646 | 636 | 100,375 CHF | 100,323 CHF | 98.61% | 98.61% |
11/11/2024 | 1.49% | 157.19 CHF | 159.54 CHF | 638 | 629 | 637 | 628 | 100,285 CHF | 100,287 CHF | 100.00% | 100.00% |
08/11/2024 | 1.49% | 155.42 CHF | 157.75 CHF | 645 | 636 | 644 | 635 | 100,287 CHF | 100,280 CHF | 99.95% | 99.99% |
07/11/2024 | 1.49% | 156.83 CHF | 159.18 CHF | 639 | 630 | 638 | 629 | 100,283 CHF | 100,281 CHF | 100.00% | 100.00% |