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% | 99.47 CHF | 100.22 CHF | 2,010 | 1,995 | 2,011 | 1,996 | 199,953 CHF | 199,958 CHF | 99.94% | 99.94% |
19/11/2024 | 0.75% | 98.90 CHF | 99.65 CHF | 2,022 | 2,007 | 2,020 | 2,005 | 199,952 CHF | 199,960 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 99.50 CHF | 100.25 CHF | 2,010 | 1,995 | 2,006 | 1,991 | 199,957 CHF | 199,954 CHF | 99.98% | 99.98% |
15/11/2024 | 0.74% | 100.21 CHF | 100.96 CHF | 1,995 | 1,980 | 1,986 | 1,971 | 199,947 CHF | 199,949 CHF | 99.92% | 99.92% |
14/11/2024 | 0.75% | 101.84 CHF | 102.61 CHF | 1,963 | 1,949 | 1,962 | 1,947 | 199,949 CHF | 199,945 CHF | 99.97% | 99.97% |
13/11/2024 | 0.76% | 101.55 CHF | 102.32 CHF | 1,969 | 1,954 | 1,971 | 1,956 | 199,951 CHF | 199,952 CHF | 99.95% | 99.95% |
12/11/2024 | 0.74% | 102.24 CHF | 103.01 CHF | 1,956 | 1,941 | 1,941 | 1,927 | 199,947 CHF | 199,948 CHF | 99.85% | 99.85% |
11/11/2024 | 0.75% | 103.81 CHF | 104.60 CHF | 1,926 | 1,912 | 1,929 | 1,915 | 199,948 CHF | 199,947 CHF | 99.86% | 99.86% |
08/11/2024 | 0.75% | 102.96 CHF | 103.73 CHF | 1,942 | 1,928 | 1,950 | 1,936 | 199,949 CHF | 199,950 CHF | 99.94% | 99.94% |
07/11/2024 | 0.75% | 102.32 CHF | 103.09 CHF | 1,954 | 1,940 | 1,947 | 1,932 | 199,948 CHF | 199,946 CHF | 99.95% | 99.95% |