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% | 94.00 CHF | 94.71 CHF | 2,127 | 2,111 | 2,122 | 2,106 | 199,952 CHF | 199,950 CHF | 99.95% | 99.95% |
19/11/2024 | 0.75% | 93.95 CHF | 94.66 CHF | 2,128 | 2,112 | 2,127 | 2,111 | 199,950 CHF | 199,950 CHF | 99.88% | 99.88% |
18/11/2024 | 0.75% | 94.10 CHF | 94.81 CHF | 2,125 | 2,109 | 2,129 | 2,113 | 199,947 CHF | 199,946 CHF | 99.97% | 99.97% |
15/11/2024 | 0.75% | 94.07 CHF | 94.78 CHF | 2,126 | 2,110 | 2,128 | 2,112 | 199,950 CHF | 199,951 CHF | 99.97% | 99.97% |
14/11/2024 | 0.75% | 93.90 CHF | 94.61 CHF | 2,129 | 2,113 | 2,129 | 2,113 | 199,962 CHF | 199,961 CHF | 99.96% | 99.96% |
13/11/2024 | 0.75% | 93.68 CHF | 94.38 CHF | 2,134 | 2,119 | 2,135 | 2,119 | 199,956 CHF | 199,956 CHF | 99.95% | 99.95% |
12/11/2024 | 0.75% | 93.64 CHF | 94.34 CHF | 2,135 | 2,119 | 2,131 | 2,103 | 199,954 CHF | 198,873 CHF | 99.99% | 99.99% |
11/11/2024 | 0.75% | 93.90 CHF | 94.61 CHF | 2,129 | 2,113 | 2,127 | 2,111 | 199,951 CHF | 199,950 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 93.98 CHF | 94.69 CHF | 2,128 | 2,112 | 2,129 | 2,113 | 199,959 CHF | 199,956 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 94.11 CHF | 94.82 CHF | 2,125 | 2,109 | 2,107 | 2,111 | 198,096 CHF | 199,957 CHF | 100.00% | 100.00% |