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% | 126.10 CHF | 127.05 CHF | 1,586 | 1,574 | 1,577 | 1,565 | 199,936 CHF | 199,934 CHF | 99.92% | 99.92% |
19/11/2024 | 0.75% | 125.70 CHF | 126.65 CHF | 1,591 | 1,579 | 1,595 | 1,583 | 199,939 CHF | 199,939 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 126.05 CHF | 127.00 CHF | 1,586 | 1,574 | 1,588 | 1,576 | 199,942 CHF | 199,942 CHF | 99.95% | 99.95% |
15/11/2024 | 0.75% | 126.20 CHF | 127.15 CHF | 1,584 | 1,572 | 1,575 | 1,563 | 199,938 CHF | 199,933 CHF | 99.92% | 99.92% |
14/11/2024 | 0.75% | 128.99 CHF | 129.96 CHF | 1,550 | 1,538 | 1,551 | 1,540 | 199,930 CHF | 199,936 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 128.29 CHF | 129.26 CHF | 1,558 | 1,547 | 1,561 | 1,549 | 199,931 CHF | 199,932 CHF | 99.94% | 99.94% |
12/11/2024 | 0.75% | 128.90 CHF | 129.87 CHF | 1,551 | 1,540 | 1,540 | 1,528 | 199,933 CHF | 199,938 CHF | 99.94% | 99.94% |
11/11/2024 | 0.75% | 130.67 CHF | 131.66 CHF | 1,530 | 1,519 | 1,531 | 1,519 | 199,937 CHF | 199,930 CHF | 99.96% | 99.96% |
08/11/2024 | 0.75% | 128.90 CHF | 129.87 CHF | 1,551 | 1,540 | 1,551 | 1,540 | 199,934 CHF | 199,937 CHF | 99.92% | 99.92% |
07/11/2024 | 0.75% | 129.21 CHF | 130.18 CHF | 1,547 | 1,536 | 1,548 | 1,537 | 199,932 CHF | 199,936 CHF | 99.96% | 99.96% |