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% | 127.12 CHF | 128.07 CHF | 1,966 | 1,561 | 1,951 | 1,549 | 249,931 CHF | 199,929 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 125.48 CHF | 126.43 CHF | 1,992 | 1,581 | 1,989 | 1,579 | 249,960 CHF | 199,942 CHF | 99.99% | 99.99% |
18/11/2024 | 0.75% | 125.63 CHF | 126.58 CHF | 1,970 | 1,580 | 1,949 | 1,563 | 247,517 CHF | 199,929 CHF | 99.99% | 99.99% |
15/11/2024 | 0.75% | 127.72 CHF | 128.68 CHF | 1,856 | 1,554 | 1,845 | 1,544 | 237,153 CHF | 199,929 CHF | 99.99% | 99.99% |
14/11/2024 | 0.75% | 130.04 CHF | 131.02 CHF | 1,922 | 1,526 | 1,908 | 1,514 | 249,950 CHF | 199,932 CHF | 99.99% | 99.99% |
13/11/2024 | 0.75% | 132.07 CHF | 133.06 CHF | 1,892 | 1,503 | 1,911 | 1,518 | 249,939 CHF | 199,927 CHF | 99.98% | 99.98% |
12/11/2024 | 0.75% | 130.52 CHF | 131.50 CHF | 1,915 | 1,520 | 1,926 | 1,529 | 249,938 CHF | 199,934 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 129.77 CHF | 130.74 CHF | 1,926 | 1,474 | 1,914 | 1,515 | 249,934 CHF | 199,358 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 129.98 CHF | 130.96 CHF | 1,923 | 1,527 | 1,923 | 1,527 | 249,915 CHF | 199,940 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 128.99 CHF | 129.96 CHF | 1,938 | 1,538 | 1,962 | 1,558 | 249,916 CHF | 199,934 CHF | 99.99% | 99.99% |