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 | 0.99% | 112.37 CHF | 113.49 CHF | 893 | 884 | 894 | 885 | 100,290 CHF | 100,289 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 110.71 CHF | 111.82 CHF | 906 | 897 | 903 | 895 | 100,292 CHF | 100,291 CHF | 98.38% | 98.38% |
18/11/2024 | 0.99% | 112.03 CHF | 113.15 CHF | 895 | 886 | 894 | 885 | 100,291 CHF | 100,287 CHF | 99.60% | 99.60% |
15/11/2024 | 0.99% | 113.69 CHF | 114.82 CHF | 882 | 873 | 869 | 861 | 100,290 CHF | 100,291 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 118.21 CHF | 119.39 CHF | 848 | 840 | 843 | 835 | 100,286 CHF | 100,284 CHF | 99.97% | 99.97% |
13/11/2024 | 0.99% | 119.54 CHF | 120.73 CHF | 839 | 831 | 837 | 829 | 100,287 CHF | 100,283 CHF | 99.91% | 99.91% |
12/11/2024 | 0.99% | 120.34 CHF | 121.54 CHF | 833 | 825 | 826 | 818 | 100,286 CHF | 100,289 CHF | 99.82% | 99.82% |
11/11/2024 | 0.99% | 122.42 CHF | 123.64 CHF | 819 | 811 | 822 | 814 | 100,286 CHF | 100,288 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 121.04 CHF | 122.25 CHF | 829 | 820 | 831 | 823 | 100,287 CHF | 100,284 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 120.30 CHF | 121.50 CHF | 834 | 825 | 831 | 823 | 100,285 CHF | 100,287 CHF | 100.00% | 100.00% |