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% | 91.79 CHF | 92.48 CHF | 2,178 | 2,162 | 2,177 | 2,161 | 199,871 CHF | 199,958 CHF | 99.94% | 99.94% |
19/11/2024 | 0.75% | 90.98 CHF | 91.67 CHF | 2,198 | 2,181 | 2,198 | 2,155 | 199,956 CHF | 197,508 CHF | 99.90% | 99.90% |
18/11/2024 | 0.75% | 91.94 CHF | 92.63 CHF | 2,175 | 2,159 | 2,061 | 2,161 | 189,319 CHF | 199,953 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 92.88 CHF | 93.58 CHF | 2,153 | 2,137 | 2,146 | 2,130 | 199,949 CHF | 199,949 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 93.82 CHF | 94.53 CHF | 2,131 | 2,115 | 2,143 | 2,127 | 199,951 CHF | 199,951 CHF | 99.95% | 99.95% |
13/11/2024 | 0.75% | 93.33 CHF | 94.03 CHF | 2,142 | 2,126 | 2,142 | 2,126 | 199,956 CHF | 199,957 CHF | 99.98% | 99.98% |
12/11/2024 | 0.75% | 94.11 CHF | 94.82 CHF | 2,125 | 2,109 | 2,117 | 2,101 | 199,953 CHF | 199,956 CHF | 99.96% | 99.96% |
11/11/2024 | 0.75% | 94.85 CHF | 95.56 CHF | 2,108 | 2,092 | 2,109 | 2,093 | 199,956 CHF | 199,952 CHF | 99.98% | 99.98% |
08/11/2024 | 0.75% | 94.21 CHF | 94.92 CHF | 2,122 | 2,107 | 2,123 | 2,108 | 199,953 CHF | 199,957 CHF | 99.93% | 99.93% |
07/11/2024 | 0.75% | 94.89 CHF | 95.60 CHF | 2,107 | 2,092 | 2,088 | 2,072 | 199,952 CHF | 199,952 CHF | 99.94% | 99.94% |