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% | 43.15 CHF | 43.47 CHF | 4,634 | 4,600 | 4,620 | 4,584 | 199,971 CHF | 199,926 CHF | 99.97% | 99.97% |
19/11/2024 | 0.74% | 43.11 CHF | 43.43 CHF | 4,639 | 4,605 | 4,640 | 4,606 | 199,979 CHF | 199,983 CHF | 99.92% | 99.92% |
18/11/2024 | 0.74% | 43.24 CHF | 43.56 CHF | 4,625 | 4,591 | 4,625 | 4,591 | 199,982 CHF | 199,982 CHF | 99.94% | 99.94% |
15/11/2024 | 0.76% | 43.39 CHF | 43.72 CHF | 4,609 | 4,574 | 4,599 | 4,565 | 199,971 CHF | 199,987 CHF | 99.90% | 99.90% |
14/11/2024 | 0.76% | 43.53 CHF | 43.86 CHF | 4,594 | 4,559 | 4,593 | 4,559 | 199,979 CHF | 199,974 CHF | 99.90% | 99.90% |
13/11/2024 | 0.76% | 43.40 CHF | 43.73 CHF | 4,608 | 4,573 | 4,612 | 4,577 | 199,977 CHF | 199,970 CHF | 99.94% | 99.94% |
12/11/2024 | 0.76% | 43.31 CHF | 43.64 CHF | 4,617 | 4,582 | 4,596 | 4,561 | 199,978 CHF | 199,974 CHF | 99.90% | 99.90% |
11/11/2024 | 0.75% | 43.67 CHF | 44.00 CHF | 4,579 | 4,545 | 4,582 | 4,548 | 199,977 CHF | 199,976 CHF | 99.99% | 99.99% |
08/11/2024 | 0.76% | 43.43 CHF | 43.76 CHF | 4,605 | 4,570 | 4,603 | 4,568 | 199,979 CHF | 199,983 CHF | 99.89% | 99.89% |
07/11/2024 | 0.76% | 43.50 CHF | 43.83 CHF | 4,597 | 4,563 | 4,599 | 4,565 | 199,975 CHF | 199,982 CHF | 99.98% | 99.98% |