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 | 0.74% | 89.63 CHF | 90.30 CHF | 2,231 | 2,214 | 2,224 | 2,208 | 199,952 CHF | 199,956 CHF | 99.92% | 99.92% |
19/11/2024 | 0.75% | 89.80 CHF | 90.47 CHF | 2,227 | 2,210 | 2,227 | 2,211 | 199,954 CHF | 199,956 CHF | 99.86% | 99.86% |
18/11/2024 | 0.76% | 90.66 CHF | 91.35 CHF | 2,206 | 2,189 | 2,207 | 2,190 | 199,953 CHF | 199,957 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 91.02 CHF | 91.71 CHF | 2,197 | 2,180 | 2,183 | 2,167 | 199,952 CHF | 199,952 CHF | 99.91% | 99.91% |
14/11/2024 | 0.75% | 92.13 CHF | 92.82 CHF | 2,170 | 2,154 | 2,177 | 2,161 | 199,953 CHF | 199,947 CHF | 99.88% | 99.88% |
13/11/2024 | 0.75% | 91.79 CHF | 92.48 CHF | 2,178 | 2,162 | 2,185 | 2,169 | 199,956 CHF | 199,955 CHF | 99.97% | 99.97% |
12/11/2024 | 0.74% | 92.03 CHF | 92.72 CHF | 2,173 | 2,157 | 2,160 | 2,144 | 199,955 CHF | 199,959 CHF | 99.92% | 99.92% |
11/11/2024 | 0.76% | 93.31 CHF | 94.02 CHF | 2,143 | 2,127 | 2,142 | 2,126 | 199,952 CHF | 199,952 CHF | 99.91% | 99.91% |
08/11/2024 | 0.74% | 92.89 CHF | 93.58 CHF | 2,153 | 2,137 | 2,154 | 2,138 | 199,955 CHF | 199,955 CHF | 99.92% | 99.92% |
07/11/2024 | 0.76% | 93.49 CHF | 94.20 CHF | 2,139 | 2,123 | 2,139 | 2,123 | 199,951 CHF | 199,951 CHF | 99.94% | 99.94% |