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 | 0.72% | 24.63 CHF | 24.81 CHF | 8,114 | 7,939 | 8,081 | 7,966 | 199,926 CHF | 198,521 CHF | 99.95% | 99.95% |
19/11/2024 | 0.73% | 24.61 CHF | 24.79 CHF | 8,126 | 7,856 | 8,135 | 7,909 | 199,989 CHF | 195,849 CHF | 99.90% | 99.90% |
18/11/2024 | 0.73% | 24.73 CHF | 24.91 CHF | 7,907 | 7,993 | 7,926 | 8,015 | 195,764 CHF | 199,400 CHF | 99.97% | 99.97% |
15/11/2024 | 0.72% | 24.75 CHF | 24.93 CHF | 8,079 | 8,022 | 8,047 | 7,990 | 199,971 CHF | 199,989 CHF | 99.92% | 99.92% |
14/11/2024 | 0.73% | 24.99 CHF | 25.18 CHF | 7,988 | 7,942 | 8,022 | 7,969 | 199,848 CHF | 199,987 CHF | 99.91% | 99.91% |
13/11/2024 | 0.72% | 24.87 CHF | 25.05 CHF | 7,885 | 7,965 | 8,053 | 7,979 | 199,984 CHF | 199,578 CHF | 99.97% | 99.97% |
12/11/2024 | 0.75% | 24.90 CHF | 25.08 CHF | 7,534 | 7,924 | 7,628 | 7,861 | 191,383 CHF | 198,729 CHF | 99.90% | 99.90% |
11/11/2024 | 0.75% | 25.34 CHF | 25.53 CHF | 7,606 | 7,760 | 7,668 | 7,796 | 194,540 CHF | 199,259 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 25.16 CHF | 25.35 CHF | 7,949 | 7,889 | 7,941 | 7,882 | 199,984 CHF | 199,987 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 25.30 CHF | 25.49 CHF | 7,905 | 7,846 | 7,891 | 7,834 | 199,950 CHF | 199,979 CHF | 99.93% | 99.93% |