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 | 0.60% | 116.57 CHF | 117.27 CHF | 854 | 849 | 849 | 844 | 99,608 CHF | 99,611 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 116.37 CHF | 117.07 CHF | 856 | 851 | 859 | 854 | 99,601 CHF | 99,602 CHF | 98.38% | 98.38% |
18/11/2024 | 0.60% | 116.26 CHF | 116.96 CHF | 857 | 852 | 861 | 856 | 99,598 CHF | 99,602 CHF | 99.60% | 99.60% |
15/11/2024 | 0.60% | 116.78 CHF | 117.48 CHF | 853 | 848 | 849 | 844 | 99,612 CHF | 99,615 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 117.99 CHF | 118.70 CHF | 844 | 839 | 846 | 841 | 99,610 CHF | 99,613 CHF | 99.97% | 99.97% |
13/11/2024 | 0.60% | 116.90 CHF | 117.61 CHF | 852 | 847 | 849 | 844 | 99,610 CHF | 99,614 CHF | 99.93% | 99.93% |
12/11/2024 | 0.60% | 116.67 CHF | 117.37 CHF | 854 | 849 | 851 | 846 | 99,605 CHF | 99,611 CHF | 99.82% | 99.82% |
11/11/2024 | 0.60% | 117.93 CHF | 118.64 CHF | 845 | 840 | 840 | 835 | 99,618 CHF | 99,620 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 117.33 CHF | 118.04 CHF | 849 | 844 | 846 | 841 | 99,611 CHF | 99,614 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 117.67 CHF | 118.38 CHF | 847 | 841 | 851 | 846 | 99,605 CHF | 99,609 CHF | 100.00% | 100.00% |