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% | 96.37 CHF | 97.10 CHF | 2,075 | 2,059 | 2,065 | 2,050 | 199,951 CHF | 199,951 CHF | 99.92% | 99.92% |
19/11/2024 | 0.75% | 96.49 CHF | 97.22 CHF | 2,072 | 2,057 | 2,075 | 2,060 | 199,949 CHF | 199,953 CHF | 99.82% | 99.82% |
18/11/2024 | 0.75% | 96.92 CHF | 97.65 CHF | 2,063 | 2,048 | 2,065 | 2,050 | 199,953 CHF | 199,952 CHF | 99.95% | 99.95% |
15/11/2024 | 0.75% | 97.55 CHF | 98.29 CHF | 2,050 | 1,934 | 2,042 | 1,987 | 199,951 CHF | 196,047 CHF | 99.84% | 99.84% |
14/11/2024 | 0.75% | 98.58 CHF | 99.32 CHF | 2,028 | 2,013 | 2,037 | 2,021 | 199,949 CHF | 199,947 CHF | 99.91% | 99.91% |
13/11/2024 | 0.75% | 97.54 CHF | 98.28 CHF | 1,899 | 2,035 | 1,969 | 2,025 | 192,983 CHF | 199,955 CHF | 99.90% | 99.90% |
12/11/2024 | 0.75% | 98.13 CHF | 98.87 CHF | 2,038 | 2,022 | 2,024 | 2,009 | 199,952 CHF | 199,954 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 98.83 CHF | 99.57 CHF | 2,023 | 2,008 | 2,027 | 2,012 | 199,952 CHF | 199,949 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 97.79 CHF | 98.52 CHF | 2,045 | 2,030 | 2,046 | 2,031 | 199,950 CHF | 199,953 CHF | 99.97% | 99.97% |
07/11/2024 | 0.75% | 98.09 CHF | 98.83 CHF | 2,038 | 2,023 | 2,038 | 2,023 | 199,949 CHF | 199,950 CHF | 99.94% | 99.94% |