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% | 99.95 CHF | 100.70 CHF | 3,001 | 2,979 | 3,001 | 2,979 | 299,950 CHF | 299,985 CHF | 100.00% | 100.00% |
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
19/11/2024 | 0.74% | 100.93 CHF | 101.68 CHF | 2,972 | 2,950 | 2,972 | 2,950 | 299,964 CHF | 299,956 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 100.98 CHF | 101.75 CHF | 2,970 | 2,948 | 2,970 | 2,948 | 299,911 CHF | 299,959 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 101.63 CHF | 102.40 CHF | 2,951 | 2,929 | 2,951 | 2,929 | 299,910 CHF | 299,930 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 100.85 CHF | 101.60 CHF | 2,974 | 2,952 | 2,974 | 2,952 | 299,928 CHF | 299,923 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 101.06 CHF | 101.83 CHF | 2,968 | 2,946 | 2,968 | 2,946 | 299,946 CHF | 299,991 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 102.77 CHF | 103.54 CHF | 2,919 | 2,897 | 2,919 | 2,895 | 299,986 CHF | 299,705 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 102.03 CHF | 102.80 CHF | 2,940 | 2,918 | 2,940 | 2,918 | 299,968 CHF | 299,970 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 103.23 CHF | 104.00 CHF | 2,906 | 2,884 | 2,906 | 2,884 | 299,986 CHF | 299,936 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 102.66 CHF | 103.43 CHF | 2,922 | 2,900 | 2,922 | 2,900 | 299,973 CHF | 299,947 CHF | 100.00% | 100.00% |