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% | 36.84 CHF | 37.11 CHF | 5,428 | 4,953 | 5,144 | 5,309 | 190,587 CHF | 198,217 CHF | 99.92% | 99.92% |
19/11/2024 | 0.73% | 36.79 CHF | 37.06 CHF | 5,336 | 5,346 | 5,421 | 5,035 | 199,272 CHF | 186,436 CHF | 99.88% | 99.88% |
18/11/2024 | 0.75% | 37.04 CHF | 37.32 CHF | 5,246 | 5,209 | 5,335 | 5,327 | 197,364 CHF | 198,572 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 36.99 CHF | 37.27 CHF | 5,004 | 5,192 | 5,136 | 5,290 | 191,328 CHF | 198,543 CHF | 99.95% | 99.95% |
14/11/2024 | 0.74% | 37.62 CHF | 37.90 CHF | 5,316 | 5,206 | 5,301 | 5,226 | 199,473 CHF | 198,122 CHF | 99.88% | 99.88% |
13/11/2024 | 0.75% | 37.23 CHF | 37.51 CHF | 5,372 | 5,292 | 5,368 | 4,982 | 199,982 CHF | 186,993 CHF | 99.83% | 99.83% |
12/11/2024 | 0.75% | 37.23 CHF | 37.51 CHF | 5,210 | 5,110 | 5,286 | 5,131 | 196,770 CHF | 192,450 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 37.26 CHF | 37.54 CHF | 5,366 | 5,180 | 5,351 | 5,164 | 198,652 CHF | 193,150 CHF | 99.93% | 99.93% |
08/11/2024 | 0.73% | 36.86 CHF | 37.13 CHF | 5,382 | 5,296 | 5,437 | 5,343 | 199,649 CHF | 197,635 CHF | 99.90% | 99.90% |
07/11/2024 | 0.75% | 36.74 CHF | 37.01 CHF | 5,443 | 5,403 | 5,407 | 5,161 | 199,968 CHF | 192,286 CHF | 99.86% | 99.86% |