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% | 94.11 CHF | 94.81 CHF | 2,125 | 2,099 | 2,115 | 2,090 | 199,958 CHF | 199,154 CHF | 99.91% | 99.91% |
19/11/2024 | 0.74% | 94.11 CHF | 94.81 CHF | 2,125 | 1,899 | 2,124 | 2,057 | 199,954 CHF | 195,140 CHF | 99.87% | 99.87% |
18/11/2024 | 0.76% | 94.79 CHF | 95.51 CHF | 2,109 | 2,030 | 2,110 | 2,029 | 199,959 CHF | 193,817 CHF | 99.93% | 99.93% |
15/11/2024 | 0.75% | 95.34 CHF | 96.06 CHF | 2,097 | 2,057 | 2,090 | 1,931 | 199,952 CHF | 186,107 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 95.97 CHF | 96.69 CHF | 2,083 | 2,017 | 2,090 | 2,040 | 199,952 CHF | 196,647 CHF | 99.91% | 99.91% |
13/11/2024 | 0.75% | 95.10 CHF | 95.82 CHF | 2,103 | 2,087 | 2,103 | 2,087 | 199,952 CHF | 199,951 CHF | 99.90% | 99.90% |
12/11/2024 | 0.75% | 95.10 CHF | 95.82 CHF | 2,103 | 1,962 | 2,088 | 2,056 | 199,954 CHF | 198,406 CHF | 99.96% | 99.96% |
11/11/2024 | 0.75% | 96.85 CHF | 97.58 CHF | 2,065 | 2,049 | 2,063 | 2,047 | 199,951 CHF | 199,949 CHF | 99.90% | 99.90% |
08/11/2024 | 0.75% | 96.27 CHF | 96.99 CHF | 2,077 | 2,062 | 2,076 | 2,050 | 199,952 CHF | 198,860 CHF | 99.85% | 99.85% |
07/11/2024 | 0.75% | 97.03 CHF | 97.76 CHF | 2,061 | 2,045 | 2,061 | 2,045 | 199,953 CHF | 199,950 CHF | 99.95% | 99.95% |