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% | 115.07 CHF | 115.94 CHF | 1,738 | 1,725 | 1,725 | 1,714 | 199,684 CHF | 199,945 CHF | 99.94% | 99.94% |
19/11/2024 | 0.75% | 114.96 CHF | 115.83 CHF | 1,739 | 1,726 | 1,737 | 1,724 | 199,947 CHF | 199,947 CHF | 99.95% | 99.95% |
18/11/2024 | 0.75% | 116.29 CHF | 117.17 CHF | 1,719 | 1,706 | 1,725 | 1,712 | 199,945 CHF | 199,943 CHF | 99.95% | 99.95% |
15/11/2024 | 0.75% | 116.55 CHF | 117.43 CHF | 1,716 | 1,703 | 1,709 | 1,697 | 199,944 CHF | 199,942 CHF | 99.96% | 99.96% |
14/11/2024 | 0.75% | 117.91 CHF | 118.80 CHF | 1,696 | 1,683 | 1,701 | 1,688 | 199,936 CHF | 199,936 CHF | 99.92% | 99.92% |
13/11/2024 | 0.75% | 116.84 CHF | 117.72 CHF | 1,711 | 1,698 | 1,715 | 1,702 | 199,944 CHF | 199,941 CHF | 99.92% | 99.92% |
12/11/2024 | 0.75% | 117.16 CHF | 118.04 CHF | 1,707 | 1,694 | 1,686 | 1,674 | 199,855 CHF | 199,944 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 120.16 CHF | 121.07 CHF | 1,664 | 1,651 | 1,660 | 1,647 | 199,940 CHF | 199,935 CHF | 99.93% | 99.93% |
08/11/2024 | 0.75% | 119.88 CHF | 120.78 CHF | 1,668 | 1,655 | 1,665 | 1,653 | 199,936 CHF | 199,945 CHF | 99.90% | 99.90% |
07/11/2024 | 0.75% | 120.71 CHF | 121.62 CHF | 1,656 | 1,644 | 1,654 | 1,642 | 199,939 CHF | 199,938 CHF | 99.98% | 99.98% |