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% | 105.70 CHF | 106.49 CHF | 1,892 | 1,878 | 1,879 | 1,861 | 199,942 CHF | 199,529 CHF | 99.98% | 99.98% |
19/11/2024 | 0.75% | 105.48 CHF | 106.27 CHF | 1,896 | 1,881 | 1,902 | 1,888 | 199,948 CHF | 199,943 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 105.99 CHF | 106.78 CHF | 1,886 | 1,873 | 1,886 | 1,866 | 199,946 CHF | 199,324 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 106.33 CHF | 107.13 CHF | 1,880 | 1,866 | 1,870 | 1,856 | 199,949 CHF | 199,951 CHF | 99.96% | 99.96% |
14/11/2024 | 0.75% | 107.74 CHF | 108.55 CHF | 1,856 | 1,692 | 1,856 | 1,798 | 199,943 CHF | 195,104 CHF | 99.96% | 99.96% |
13/11/2024 | 0.75% | 107.07 CHF | 107.88 CHF | 1,867 | 1,853 | 1,865 | 1,851 | 199,946 CHF | 199,945 CHF | 99.91% | 99.91% |
12/11/2024 | 0.74% | 107.70 CHF | 108.51 CHF | 1,857 | 1,843 | 1,845 | 1,829 | 199,950 CHF | 199,700 CHF | 99.93% | 99.93% |
11/11/2024 | 0.76% | 109.19 CHF | 110.02 CHF | 1,831 | 1,817 | 1,830 | 1,816 | 199,942 CHF | 199,949 CHF | 99.93% | 99.93% |
08/11/2024 | 0.75% | 107.95 CHF | 108.76 CHF | 1,852 | 1,838 | 1,851 | 1,837 | 199,947 CHF | 199,948 CHF | 99.94% | 99.94% |
07/11/2024 | 0.74% | 108.72 CHF | 109.53 CHF | 1,839 | 1,825 | 1,843 | 1,829 | 199,943 CHF | 199,935 CHF | 99.88% | 99.88% |