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% | 27.05 CHF | 27.25 CHF | 10,975 | 11,009 | 10,969 | 10,962 | 297,964 CHF | 299,979 CHF | 99.95% | 99.95% |
19/11/2024 | 0.74% | 27.04 CHF | 27.24 CHF | 11,094 | 10,673 | 11,097 | 10,905 | 299,984 CHF | 296,981 CHF | 99.89% | 99.89% |
18/11/2024 | 0.74% | 27.15 CHF | 27.35 CHF | 10,897 | 10,849 | 10,946 | 10,954 | 295,921 CHF | 298,331 CHF | 99.94% | 99.94% |
15/11/2024 | 0.74% | 27.08 CHF | 27.28 CHF | 11,038 | 10,997 | 11,041 | 11,000 | 298,911 CHF | 299,994 CHF | 99.91% | 99.91% |
14/11/2024 | 0.74% | 27.01 CHF | 27.21 CHF | 10,721 | 11,022 | 10,870 | 11,042 | 293,097 CHF | 299,943 CHF | 99.91% | 99.91% |
13/11/2024 | 0.74% | 26.78 CHF | 26.98 CHF | 11,202 | 11,119 | 11,198 | 10,701 | 299,988 CHF | 288,798 CHF | 99.86% | 99.86% |
12/11/2024 | 0.74% | 26.86 CHF | 27.06 CHF | 11,126 | 10,736 | 11,074 | 10,975 | 299,242 CHF | 298,760 CHF | 99.88% | 99.88% |
11/11/2024 | 0.73% | 27.18 CHF | 27.38 CHF | 11,037 | 10,956 | 10,904 | 10,925 | 297,198 CHF | 299,962 CHF | 99.94% | 99.94% |
08/11/2024 | 0.73% | 27.15 CHF | 27.35 CHF | 10,514 | 10,968 | 10,559 | 10,982 | 286,322 CHF | 299,985 CHF | 99.91% | 99.91% |
07/11/2024 | 0.73% | 27.27 CHF | 27.47 CHF | 11,001 | 10,921 | 10,985 | 10,915 | 299,682 CHF | 299,947 CHF | 99.94% | 99.94% |