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% | 116.82 CHF | 117.70 CHF | 1,712 | 1,699 | 1,699 | 1,689 | 199,645 CHF | 199,945 CHF | 99.92% | 99.92% |
19/11/2024 | 0.75% | 116.81 CHF | 117.69 CHF | 1,712 | 1,699 | 1,712 | 1,699 | 199,943 CHF | 199,943 CHF | 99.91% | 99.91% |
18/11/2024 | 0.75% | 117.88 CHF | 118.77 CHF | 1,696 | 1,683 | 1,700 | 1,687 | 199,937 CHF | 199,943 CHF | 99.89% | 99.89% |
15/11/2024 | 0.75% | 117.76 CHF | 118.65 CHF | 1,698 | 1,685 | 1,691 | 1,678 | 199,943 CHF | 199,940 CHF | 99.90% | 99.90% |
14/11/2024 | 0.75% | 118.64 CHF | 119.53 CHF | 1,536 | 1,673 | 1,610 | 1,680 | 190,076 CHF | 199,937 CHF | 99.87% | 99.87% |
13/11/2024 | 0.75% | 116.56 CHF | 117.43 CHF | 1,715 | 1,703 | 1,718 | 1,705 | 199,942 CHF | 199,943 CHF | 99.85% | 99.85% |
12/11/2024 | 0.75% | 116.38 CHF | 117.25 CHF | 1,718 | 1,705 | 1,708 | 1,695 | 199,941 CHF | 199,943 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 117.88 CHF | 118.77 CHF | 1,696 | 1,683 | 1,688 | 1,676 | 199,943 CHF | 199,943 CHF | 99.98% | 99.98% |
08/11/2024 | 0.75% | 117.81 CHF | 118.70 CHF | 1,697 | 1,684 | 1,697 | 1,684 | 199,948 CHF | 199,944 CHF | 99.98% | 99.98% |
07/11/2024 | 0.75% | 118.80 CHF | 119.69 CHF | 1,683 | 1,670 | 1,688 | 1,675 | 199,942 CHF | 199,939 CHF | 99.98% | 99.98% |