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 | 0.74% | 95.12 CHF | 95.83 CHF | 2,102 | 2,087 | 2,098 | 2,082 | 199,949 CHF | 199,953 CHF | 99.96% | 99.96% |
19/11/2024 | 0.75% | 94.37 CHF | 95.08 CHF | 2,119 | 2,103 | 2,123 | 2,107 | 199,954 CHF | 199,955 CHF | 99.89% | 99.89% |
18/11/2024 | 0.75% | 94.78 CHF | 95.49 CHF | 2,110 | 2,094 | 2,111 | 2,095 | 199,955 CHF | 199,954 CHF | 99.94% | 99.94% |
15/11/2024 | 0.74% | 95.20 CHF | 95.91 CHF | 2,100 | 2,085 | 2,095 | 2,080 | 199,951 CHF | 199,950 CHF | 99.96% | 99.96% |
14/11/2024 | 0.75% | 95.81 CHF | 96.54 CHF | 2,087 | 2,071 | 2,095 | 2,079 | 199,951 CHF | 199,948 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 94.50 CHF | 95.21 CHF | 2,116 | 2,100 | 2,111 | 2,096 | 199,954 CHF | 199,951 CHF | 99.86% | 99.86% |
12/11/2024 | 0.75% | 94.97 CHF | 95.68 CHF | 2,105 | 2,090 | 2,083 | 2,068 | 199,955 CHF | 199,954 CHF | 99.94% | 99.94% |
11/11/2024 | 0.75% | 97.33 CHF | 98.06 CHF | 2,054 | 2,039 | 2,058 | 2,043 | 199,949 CHF | 199,948 CHF | 99.88% | 99.88% |
08/11/2024 | 0.76% | 96.20 CHF | 96.93 CHF | 2,079 | 2,063 | 2,079 | 2,063 | 199,950 CHF | 199,948 CHF | 99.97% | 99.97% |
07/11/2024 | 0.75% | 97.06 CHF | 97.79 CHF | 2,060 | 2,045 | 2,058 | 2,043 | 199,952 CHF | 199,951 CHF | 99.96% | 99.96% |