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 | 0.99% | 121.38 CHF | 122.59 CHF | 825 | 817 | 824 | 816 | 100,121 CHF | 100,124 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 120.13 CHF | 121.33 CHF | 833 | 825 | 835 | 827 | 100,122 CHF | 100,122 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 120.48 CHF | 121.68 CHF | 831 | 823 | 834 | 826 | 100,120 CHF | 100,122 CHF | 99.60% | 99.60% |
15/11/2024 | 1.00% | 120.58 CHF | 121.79 CHF | 830 | 822 | 828 | 820 | 100,123 CHF | 100,125 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 121.04 CHF | 122.25 CHF | 827 | 819 | 826 | 818 | 100,120 CHF | 100,123 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 120.54 CHF | 121.75 CHF | 831 | 822 | 835 | 827 | 100,120 CHF | 100,123 CHF | 99.93% | 99.93% |
12/11/2024 | 1.00% | 118.29 CHF | 119.47 CHF | 846 | 838 | 837 | 829 | 100,121 CHF | 100,122 CHF | 99.82% | 99.82% |
11/11/2024 | 0.99% | 119.16 CHF | 120.35 CHF | 840 | 832 | 840 | 832 | 100,121 CHF | 100,120 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 117.89 CHF | 119.07 CHF | 849 | 841 | 846 | 838 | 100,118 CHF | 100,122 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 118.52 CHF | 119.71 CHF | 845 | 836 | 844 | 835 | 100,118 CHF | 100,124 CHF | 100.00% | 100.00% |