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% | 35.55 CHF | 35.82 CHF | 5,570 | 5,583 | 5,555 | 5,566 | 198,101 CHF | 199,983 CHF | 99.90% | 99.90% |
19/11/2024 | 0.76% | 35.56 CHF | 35.83 CHF | 5,624 | 5,581 | 5,625 | 5,582 | 199,982 CHF | 199,983 CHF | 99.85% | 99.85% |
18/11/2024 | 0.75% | 35.79 CHF | 36.06 CHF | 5,588 | 5,318 | 5,597 | 5,474 | 199,982 CHF | 197,033 CHF | 99.96% | 99.96% |
15/11/2024 | 0.75% | 35.73 CHF | 36.00 CHF | 5,547 | 5,505 | 5,577 | 5,563 | 198,871 CHF | 199,884 CHF | 99.56% | 99.56% |
14/11/2024 | 0.76% | 35.78 CHF | 36.05 CHF | 5,589 | 5,270 | 5,615 | 5,457 | 199,981 CHF | 195,812 CHF | 99.90% | 99.90% |
13/11/2024 | 0.76% | 35.36 CHF | 35.63 CHF | 5,656 | 5,613 | 5,667 | 5,575 | 199,981 CHF | 198,251 CHF | 99.93% | 99.93% |
12/11/2024 | 0.76% | 35.27 CHF | 35.54 CHF | 5,337 | 5,627 | 5,348 | 5,589 | 189,801 CHF | 199,856 CHF | 99.88% | 99.88% |
11/11/2024 | 0.75% | 35.79 CHF | 36.06 CHF | 5,588 | 5,486 | 5,411 | 5,527 | 193,480 CHF | 199,132 CHF | 99.95% | 99.95% |
08/11/2024 | 0.76% | 35.47 CHF | 35.74 CHF | 5,635 | 5,595 | 5,640 | 5,598 | 199,970 CHF | 199,981 CHF | 99.95% | 99.95% |
07/11/2024 | 0.76% | 35.40 CHF | 35.67 CHF | 5,649 | 5,606 | 5,629 | 5,589 | 199,885 CHF | 199,982 CHF | 99.92% | 99.92% |