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 | 0.70% | 108.08 CHF | 108.84 CHF | 923 | 916 | 916 | 910 | 99,744 CHF | 99,743 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 107.97 CHF | 108.73 CHF | 924 | 917 | 926 | 920 | 99,736 CHF | 99,743 CHF | 98.38% | 98.38% |
18/11/2024 | 0.70% | 108.67 CHF | 109.43 CHF | 918 | 911 | 918 | 912 | 99,743 CHF | 99,744 CHF | 99.60% | 99.60% |
15/11/2024 | 0.70% | 108.43 CHF | 109.19 CHF | 920 | 913 | 913 | 906 | 99,748 CHF | 99,750 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 109.87 CHF | 110.64 CHF | 908 | 902 | 908 | 902 | 99,745 CHF | 99,751 CHF | 99.97% | 99.97% |
13/11/2024 | 0.70% | 109.27 CHF | 110.04 CHF | 913 | 906 | 913 | 907 | 99,739 CHF | 99,749 CHF | 99.93% | 99.93% |
12/11/2024 | 0.70% | 109.42 CHF | 110.19 CHF | 912 | 905 | 909 | 903 | 99,748 CHF | 99,752 CHF | 99.82% | 99.82% |
11/11/2024 | 0.70% | 110.09 CHF | 110.86 CHF | 906 | 900 | 909 | 902 | 99,746 CHF | 99,750 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 108.50 CHF | 109.26 CHF | 919 | 913 | 919 | 913 | 99,742 CHF | 99,741 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 109.45 CHF | 110.22 CHF | 911 | 905 | 911 | 905 | 99,747 CHF | 99,747 CHF | 100.00% | 100.00% |