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 | 0.73% | 29.78 CHF | 30.00 CHF | 6,715 | 6,666 | 6,690 | 6,641 | 199,985 CHF | 199,983 CHF | 99.96% | 99.96% |
19/11/2024 | 0.74% | 29.75 CHF | 29.97 CHF | 6,674 | 6,673 | 6,708 | 6,671 | 199,620 CHF | 199,982 CHF | 99.98% | 99.98% |
18/11/2024 | 0.73% | 29.89 CHF | 30.11 CHF | 6,691 | 6,642 | 6,694 | 6,645 | 199,984 CHF | 199,985 CHF | 99.99% | 99.99% |
15/11/2024 | 0.73% | 29.89 CHF | 30.11 CHF | 6,691 | 6,642 | 6,676 | 6,628 | 199,987 CHF | 199,984 CHF | 99.94% | 99.94% |
14/11/2024 | 0.75% | 30.11 CHF | 30.34 CHF | 6,642 | 6,518 | 6,647 | 6,593 | 199,988 CHF | 199,834 CHF | 99.93% | 99.93% |
13/11/2024 | 0.73% | 29.98 CHF | 30.20 CHF | 6,671 | 6,622 | 6,639 | 6,581 | 198,920 CHF | 198,642 CHF | 99.89% | 99.89% |
12/11/2024 | 0.76% | 29.94 CHF | 30.16 CHF | 6,179 | 6,631 | 6,614 | 6,580 | 199,503 CHF | 199,982 CHF | 99.98% | 99.98% |
11/11/2024 | 0.76% | 30.26 CHF | 30.49 CHF | 6,609 | 6,559 | 6,617 | 6,567 | 199,987 CHF | 199,986 CHF | 99.94% | 99.94% |
08/11/2024 | 0.75% | 30.02 CHF | 30.24 CHF | 6,662 | 6,613 | 6,643 | 6,593 | 199,984 CHF | 199,983 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 30.17 CHF | 30.40 CHF | 6,629 | 6,578 | 6,642 | 6,565 | 199,985 CHF | 199,148 CHF | 99.97% | 99.97% |