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% | 130.14 CHF | 131.12 CHF | 1,536 | 1,525 | 1,521 | 1,509 | 199,933 CHF | 199,938 CHF | 99.93% | 99.93% |
19/11/2024 | 0.75% | 130.44 CHF | 131.42 CHF | 1,533 | 1,521 | 1,534 | 1,523 | 199,932 CHF | 199,931 CHF | 99.85% | 99.85% |
18/11/2024 | 0.75% | 131.50 CHF | 132.49 CHF | 1,520 | 1,509 | 1,529 | 1,518 | 199,932 CHF | 199,934 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 131.94 CHF | 132.93 CHF | 1,515 | 1,504 | 1,501 | 1,490 | 199,938 CHF | 199,935 CHF | 99.91% | 99.91% |
14/11/2024 | 0.75% | 135.24 CHF | 136.26 CHF | 1,478 | 1,467 | 1,480 | 1,469 | 199,927 CHF | 199,926 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 133.61 CHF | 134.62 CHF | 1,496 | 1,485 | 1,493 | 1,482 | 199,928 CHF | 199,931 CHF | 99.89% | 99.89% |
12/11/2024 | 0.75% | 134.12 CHF | 135.13 CHF | 1,491 | 1,480 | 1,491 | 1,480 | 199,923 CHF | 199,931 CHF | 99.95% | 99.95% |
11/11/2024 | 0.75% | 134.07 CHF | 135.08 CHF | 1,491 | 1,480 | 1,484 | 1,473 | 199,932 CHF | 199,930 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 133.93 CHF | 134.94 CHF | 1,493 | 1,482 | 1,498 | 1,487 | 199,935 CHF | 199,933 CHF | 99.92% | 99.92% |
07/11/2024 | 0.75% | 133.34 CHF | 134.35 CHF | 1,499 | 1,488 | 1,502 | 1,491 | 199,931 CHF | 199,927 CHF | 99.97% | 99.97% |