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% | 82.81 CHF | 83.43 CHF | 2,415 | 2,384 | 2,418 | 2,387 | 199,952 CHF | 198,872 CHF | 99.98% | 99.98% |
19/11/2024 | 0.75% | 81.79 CHF | 82.41 CHF | 2,445 | 2,426 | 2,437 | 2,415 | 199,845 CHF | 199,536 CHF | 99.98% | 99.98% |
18/11/2024 | 0.75% | 82.42 CHF | 83.04 CHF | 2,426 | 2,408 | 2,423 | 2,380 | 199,963 CHF | 197,943 CHF | 99.99% | 99.99% |
15/11/2024 | 0.74% | 83.42 CHF | 84.05 CHF | 2,397 | 2,379 | 2,402 | 2,385 | 199,916 CHF | 199,964 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 83.37 CHF | 83.99 CHF | 2,398 | 2,319 | 2,406 | 2,354 | 199,959 CHF | 197,120 CHF | 99.99% | 99.99% |
13/11/2024 | 0.75% | 82.33 CHF | 82.95 CHF | 2,429 | 2,411 | 2,425 | 2,406 | 199,965 CHF | 199,913 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 83.39 CHF | 84.02 CHF | 2,398 | 2,321 | 2,399 | 2,367 | 199,953 CHF | 198,721 CHF | 100.00% | 100.00% |
11/11/2024 | 0.74% | 84.40 CHF | 85.03 CHF | 2,369 | 2,352 | 2,372 | 2,354 | 199,951 CHF | 199,968 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 84.05 CHF | 84.68 CHF | 2,379 | 2,361 | 2,371 | 2,353 | 199,963 CHF | 199,953 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 84.22 CHF | 84.85 CHF | 2,374 | 2,357 | 2,389 | 2,349 | 199,956 CHF | 198,031 CHF | 99.99% | 99.99% |