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 | 0.76% | 109.03 CHF | 109.85 CHF | 1,834 | 1,820 | 1,831 | 1,817 | 199,956 CHF | 199,954 CHF | 99.99% | 99.99% |
19/11/2024 | 0.75% | 108.24 CHF | 109.05 CHF | 1,847 | 1,834 | 1,840 | 1,826 | 199,953 CHF | 199,935 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 108.30 CHF | 109.11 CHF | 1,846 | 1,833 | 1,851 | 1,837 | 199,948 CHF | 199,970 CHF | 99.99% | 99.99% |
15/11/2024 | 0.74% | 108.71 CHF | 109.52 CHF | 1,839 | 1,826 | 1,841 | 1,827 | 199,941 CHF | 199,951 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 109.48 CHF | 110.31 CHF | 1,826 | 1,813 | 1,819 | 1,805 | 199,943 CHF | 199,937 CHF | 99.99% | 99.99% |
13/11/2024 | 0.75% | 109.98 CHF | 110.81 CHF | 1,818 | 1,804 | 1,819 | 1,806 | 199,938 CHF | 199,957 CHF | 99.99% | 99.99% |
12/11/2024 | 0.75% | 110.91 CHF | 111.74 CHF | 1,803 | 1,789 | 1,804 | 1,791 | 199,957 CHF | 199,951 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 112.21 CHF | 113.06 CHF | 1,782 | 1,768 | 1,789 | 1,775 | 199,938 CHF | 199,946 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 111.76 CHF | 112.61 CHF | 1,789 | 1,776 | 1,806 | 1,792 | 199,937 CHF | 199,938 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 109.99 CHF | 110.82 CHF | 1,818 | 1,804 | 1,826 | 1,812 | 199,938 CHF | 199,935 CHF | 99.99% | 99.99% |