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 | 0.99% | 107.08 CHF | 108.15 CHF | 935 | 926 | 926 | 917 | 100,107 CHF | 100,107 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 106.98 CHF | 108.05 CHF | 936 | 926 | 940 | 931 | 100,109 CHF | 100,107 CHF | 98.38% | 98.38% |
18/11/2024 | 0.99% | 107.44 CHF | 108.51 CHF | 932 | 923 | 931 | 922 | 100,103 CHF | 100,106 CHF | 99.60% | 99.60% |
15/11/2024 | 1.00% | 108.43 CHF | 109.51 CHF | 923 | 914 | 922 | 913 | 100,109 CHF | 100,108 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 108.17 CHF | 109.25 CHF | 925 | 916 | 924 | 915 | 100,106 CHF | 100,108 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 107.57 CHF | 108.65 CHF | 931 | 921 | 930 | 921 | 100,110 CHF | 100,110 CHF | 99.80% | 99.80% |
12/11/2024 | 1.00% | 107.75 CHF | 108.83 CHF | 929 | 920 | 913 | 904 | 100,112 CHF | 100,112 CHF | 99.82% | 99.82% |
11/11/2024 | 1.00% | 111.73 CHF | 112.85 CHF | 896 | 887 | 896 | 887 | 100,108 CHF | 100,108 CHF | 99.89% | 99.89% |
08/11/2024 | 0.99% | 111.97 CHF | 113.09 CHF | 894 | 885 | 894 | 885 | 100,109 CHF | 100,119 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 112.38 CHF | 113.50 CHF | 891 | 882 | 895 | 887 | 100,114 CHF | 100,113 CHF | 100.00% | 100.00% |