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% | 23.81 CHF | 23.99 CHF | 8,399 | 8,336 | 8,375 | 8,313 | 199,988 CHF | 199,990 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 23.78 CHF | 23.96 CHF | 8,410 | 8,290 | 8,405 | 8,340 | 199,987 CHF | 199,934 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 23.86 CHF | 24.04 CHF | 8,382 | 8,319 | 8,383 | 8,320 | 199,988 CHF | 199,990 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 23.90 CHF | 24.08 CHF | 8,368 | 8,212 | 8,363 | 8,297 | 199,989 CHF | 199,920 CHF | 99.98% | 99.98% |
14/11/2024 | 0.75% | 23.99 CHF | 24.17 CHF | 8,336 | 8,064 | 8,344 | 8,274 | 199,988 CHF | 199,801 CHF | 99.96% | 99.96% |
13/11/2024 | 0.75% | 23.89 CHF | 24.07 CHF | 8,371 | 8,309 | 8,369 | 8,307 | 199,990 CHF | 199,989 CHF | 99.99% | 99.99% |
12/11/2024 | 0.75% | 23.91 CHF | 24.09 CHF | 8,114 | 8,302 | 8,316 | 8,262 | 199,809 CHF | 199,990 CHF | 99.99% | 99.99% |
11/11/2024 | 0.74% | 24.10 CHF | 24.28 CHF | 8,298 | 8,237 | 8,297 | 8,236 | 199,988 CHF | 199,987 CHF | 99.97% | 99.97% |
08/11/2024 | 0.75% | 23.99 CHF | 24.17 CHF | 8,336 | 8,274 | 8,324 | 8,263 | 199,986 CHF | 199,988 CHF | 99.90% | 99.90% |
07/11/2024 | 0.75% | 24.07 CHF | 24.25 CHF | 8,309 | 8,247 | 8,317 | 8,225 | 199,988 CHF | 199,261 CHF | 99.97% | 99.97% |