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% | 103.36 CHF | 104.13 CHF | 1,934 | 1,920 | 1,926 | 1,912 | 199,950 CHF | 199,948 CHF | 99.95% | 99.95% |
19/11/2024 | 0.75% | 103.53 CHF | 104.31 CHF | 1,931 | 1,917 | 1,929 | 1,915 | 199,948 CHF | 199,948 CHF | 99.90% | 99.90% |
18/11/2024 | 0.75% | 103.82 CHF | 104.60 CHF | 1,926 | 1,912 | 1,927 | 1,913 | 199,948 CHF | 199,947 CHF | 99.93% | 99.93% |
15/11/2024 | 0.74% | 104.17 CHF | 104.95 CHF | 1,919 | 1,905 | 1,915 | 1,900 | 199,949 CHF | 199,948 CHF | 99.94% | 99.94% |
14/11/2024 | 0.75% | 105.30 CHF | 106.09 CHF | 1,899 | 1,885 | 1,905 | 1,890 | 199,945 CHF | 199,945 CHF | 99.91% | 99.91% |
13/11/2024 | 0.74% | 104.40 CHF | 105.18 CHF | 1,915 | 1,901 | 1,915 | 1,901 | 199,947 CHF | 199,947 CHF | 99.90% | 99.90% |
12/11/2024 | 0.74% | 104.14 CHF | 104.92 CHF | 1,920 | 1,906 | 1,908 | 1,894 | 199,954 CHF | 199,956 CHF | 99.97% | 99.97% |
11/11/2024 | 0.75% | 105.55 CHF | 106.35 CHF | 1,894 | 1,880 | 1,891 | 1,869 | 199,950 CHF | 199,118 CHF | 99.96% | 99.96% |
08/11/2024 | 0.75% | 105.20 CHF | 105.99 CHF | 1,901 | 1,886 | 1,903 | 1,889 | 199,948 CHF | 199,945 CHF | 99.89% | 99.89% |
07/11/2024 | 0.75% | 105.66 CHF | 106.46 CHF | 1,892 | 1,878 | 1,891 | 1,877 | 199,951 CHF | 199,944 CHF | 99.99% | 99.99% |