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 | 0.21% | 92.80 CHF | 93.00 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 115,402 CHF | 115,641 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 87.90 CHF | 88.10 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 108,264 CHF | 108,523 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 85.50 CHF | 85.70 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 107,896 CHF | 108,155 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 79.70 CHF | 80.00 CHF | 1,200 | 1,200 | 1,193 | 1,193 | 100,208 CHF | 100,566 CHF | 99.90% | 99.90% |
14/11/2024 | 0.22% | 91.20 CHF | 91.40 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 107,721 CHF | 107,960 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 88.30 CHF | 88.60 CHF | 1,200 | 1,200 | 1,188 | 1,188 | 100,727 CHF | 101,061 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 94.40 CHF | 94.70 CHF | 1,100 | 1,100 | 1,095 | 1,095 | 105,262 CHF | 105,591 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 97.20 CHF | 97.50 CHF | 1,100 | 1,100 | 1,095 | 1,095 | 111,267 CHF | 111,596 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 97.50 CHF | 97.80 CHF | 1,100 | 1,100 | 1,095 | 1,095 | 106,650 CHF | 106,978 CHF | 99.19% | 99.19% |
07/11/2024 | 0.23% | 93.90 CHF | 94.10 CHF | 1,400 | 1,400 | 1,394 | 1,394 | 123,916 CHF | 124,195 CHF | 100.00% | 100.00% |