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 | 1.01% | 57.74 CHF | 58.32 CHF | 1,715 | 1,698 | 1,730 | 1,712 | 99,019 CHF | 99,031 CHF | 95.73% | 95.73% |
19/11/2024 | 1.01% | 56.11 CHF | 56.68 CHF | 1,764 | 1,747 | 1,783 | 1,766 | 98,986 CHF | 98,998 CHF | 98.28% | 98.28% |
18/11/2024 | 1.01% | 55.92 CHF | 56.49 CHF | 1,770 | 1,753 | 1,765 | 1,747 | 98,998 CHF | 99,008 CHF | 99.60% | 99.60% |
15/11/2024 | 1.01% | 57.00 CHF | 57.58 CHF | 1,737 | 1,720 | 1,657 | 1,641 | 99,063 CHF | 99,072 CHF | 99.63% | 99.63% |
14/11/2024 | 1.00% | 62.20 CHF | 62.83 CHF | 1,593 | 1,578 | 1,585 | 1,569 | 99,118 CHF | 99,122 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 62.57 CHF | 63.20 CHF | 1,584 | 1,568 | 1,585 | 1,569 | 99,118 CHF | 99,122 CHF | 99.93% | 99.93% |
12/11/2024 | 1.01% | 62.28 CHF | 62.91 CHF | 1,591 | 1,576 | 1,555 | 1,539 | 99,131 CHF | 99,143 CHF | 98.98% | 98.98% |
11/11/2024 | 1.01% | 66.01 CHF | 66.68 CHF | 1,502 | 1,487 | 1,524 | 1,509 | 99,149 CHF | 99,159 CHF | 99.78% | 99.78% |
08/11/2024 | 1.00% | 63.49 CHF | 64.13 CHF | 1,561 | 1,546 | 1,563 | 1,548 | 99,125 CHF | 99,136 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 64.17 CHF | 64.82 CHF | 1,545 | 1,530 | 1,530 | 1,515 | 99,147 CHF | 99,159 CHF | 100.00% | 100.00% |