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% | 29.88 CHF | 30.10 CHF | 9,959 | 9,827 | 9,918 | 9,863 | 298,564 CHF | 299,152 CHF | 99.90% | 99.90% |
19/11/2024 | 0.75% | 30.04 CHF | 30.26 CHF | 9,966 | 9,914 | 9,933 | 9,878 | 299,383 CHF | 299,984 CHF | 99.85% | 99.85% |
18/11/2024 | 0.76% | 30.26 CHF | 30.49 CHF | 9,859 | 9,763 | 9,924 | 9,814 | 299,121 CHF | 298,066 CHF | 99.91% | 99.91% |
15/11/2024 | 0.75% | 30.40 CHF | 30.63 CHF | 9,667 | 9,723 | 9,741 | 9,641 | 298,684 CHF | 297,828 CHF | 99.88% | 99.88% |
14/11/2024 | 0.74% | 30.95 CHF | 31.18 CHF | 9,598 | 9,452 | 9,616 | 9,503 | 297,077 CHF | 295,764 CHF | 99.92% | 99.92% |
13/11/2024 | 0.74% | 30.71 CHF | 30.94 CHF | 9,637 | 9,177 | 9,683 | 9,120 | 299,662 CHF | 284,332 CHF | 99.93% | 99.93% |
12/11/2024 | 0.76% | 31.24 CHF | 31.47 CHF | 9,572 | 9,472 | 9,515 | 9,439 | 299,606 CHF | 299,479 CHF | 99.88% | 99.88% |
11/11/2024 | 0.75% | 31.63 CHF | 31.87 CHF | 9,484 | 9,330 | 9,387 | 9,247 | 299,985 CHF | 297,719 CHF | 99.93% | 99.93% |
08/11/2024 | 0.75% | 31.93 CHF | 32.17 CHF | 9,385 | 9,225 | 9,353 | 9,223 | 299,660 CHF | 297,712 CHF | 99.91% | 99.91% |
07/11/2024 | 0.75% | 32.20 CHF | 32.44 CHF | 9,316 | 9,247 | 9,363 | 9,293 | 299,984 CHF | 299,982 CHF | 99.99% | 99.99% |