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% | 66.21 CHF | 66.71 CHF | 3,020 | 2,998 | 3,017 | 2,995 | 199,967 CHF | 199,968 CHF | 99.78% | 99.78% |
19/11/2024 | 0.75% | 65.67 CHF | 66.16 CHF | 3,045 | 3,022 | 3,041 | 3,018 | 199,965 CHF | 199,967 CHF | 99.88% | 99.88% |
18/11/2024 | 0.75% | 66.94 CHF | 67.45 CHF | 2,987 | 2,965 | 3,033 | 3,010 | 199,967 CHF | 199,967 CHF | 99.91% | 99.91% |
15/11/2024 | 0.75% | 65.82 CHF | 66.31 CHF | 3,038 | 3,016 | 3,119 | 3,095 | 199,968 CHF | 199,968 CHF | 99.89% | 99.89% |
14/11/2024 | 0.75% | 63.42 CHF | 63.90 CHF | 3,053 | 3,129 | 3,139 | 3,130 | 199,026 CHF | 199,968 CHF | 99.92% | 99.92% |
13/11/2024 | 0.75% | 63.39 CHF | 63.87 CHF | 3,155 | 3,131 | 3,162 | 3,138 | 199,979 CHF | 199,969 CHF | 99.84% | 99.84% |
12/11/2024 | 0.75% | 63.23 CHF | 63.70 CHF | 3,163 | 3,139 | 3,132 | 3,108 | 199,970 CHF | 199,965 CHF | 99.89% | 99.89% |
11/11/2024 | 0.76% | 64.54 CHF | 65.03 CHF | 3,098 | 3,075 | 3,097 | 3,074 | 199,966 CHF | 199,966 CHF | 99.92% | 99.92% |
08/11/2024 | 0.75% | 63.97 CHF | 64.45 CHF | 3,126 | 3,103 | 3,159 | 3,135 | 199,978 CHF | 199,970 CHF | 99.91% | 99.91% |
07/11/2024 | 0.76% | 64.30 CHF | 64.79 CHF | 3,110 | 3,086 | 3,109 | 3,086 | 199,969 CHF | 199,966 CHF | 99.83% | 99.83% |