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% | 97.35 CHF | 98.08 CHF | 2,054 | 2,039 | 2,050 | 2,035 | 199,952 CHF | 199,952 CHF | 99.94% | 99.94% |
19/11/2024 | 0.75% | 97.31 CHF | 98.04 CHF | 2,055 | 2,039 | 2,057 | 2,041 | 199,948 CHF | 199,949 CHF | 99.80% | 99.80% |
18/11/2024 | 0.75% | 97.61 CHF | 98.34 CHF | 2,048 | 2,033 | 2,051 | 2,036 | 199,949 CHF | 199,952 CHF | 99.93% | 99.93% |
15/11/2024 | 0.75% | 97.45 CHF | 98.18 CHF | 2,052 | 2,037 | 2,052 | 2,037 | 199,946 CHF | 199,951 CHF | 99.91% | 99.91% |
14/11/2024 | 0.74% | 97.68 CHF | 98.41 CHF | 2,047 | 2,032 | 2,047 | 2,031 | 199,947 CHF | 199,946 CHF | 99.90% | 99.90% |
13/11/2024 | 0.75% | 97.52 CHF | 98.25 CHF | 2,050 | 2,035 | 2,049 | 2,034 | 199,956 CHF | 199,957 CHF | 99.88% | 99.88% |
12/11/2024 | 0.74% | 97.70 CHF | 98.43 CHF | 2,047 | 2,031 | 2,039 | 2,024 | 199,955 CHF | 199,960 CHF | 99.97% | 99.97% |
11/11/2024 | 0.76% | 98.56 CHF | 99.31 CHF | 2,029 | 2,013 | 2,027 | 2,012 | 199,938 CHF | 199,943 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 98.31 CHF | 99.05 CHF | 2,034 | 2,019 | 2,034 | 2,019 | 199,953 CHF | 199,953 CHF | 99.96% | 99.96% |
07/11/2024 | 0.76% | 98.36 CHF | 99.11 CHF | 2,033 | 2,017 | 2,033 | 2,017 | 199,949 CHF | 199,944 CHF | 99.92% | 99.92% |