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% | 84.89 CHF | 85.53 CHF | 2,355 | 2,338 | 2,354 | 2,336 | 199,952 CHF | 199,957 CHF | 99.93% | 99.93% |
19/11/2024 | 0.75% | 84.94 CHF | 85.58 CHF | 2,354 | 2,336 | 2,357 | 2,340 | 199,960 CHF | 199,959 CHF | 99.94% | 99.94% |
18/11/2024 | 0.75% | 85.02 CHF | 85.66 CHF | 2,352 | 2,334 | 2,356 | 2,338 | 199,956 CHF | 199,957 CHF | 99.98% | 99.98% |
15/11/2024 | 0.76% | 85.14 CHF | 85.79 CHF | 2,349 | 2,331 | 2,345 | 2,327 | 199,957 CHF | 199,956 CHF | 99.97% | 99.97% |
14/11/2024 | 0.76% | 85.86 CHF | 86.51 CHF | 2,329 | 2,311 | 2,335 | 2,318 | 199,957 CHF | 199,954 CHF | 99.88% | 99.88% |
13/11/2024 | 0.76% | 85.41 CHF | 86.06 CHF | 2,341 | 2,323 | 2,341 | 2,323 | 199,960 CHF | 199,955 CHF | 99.97% | 99.97% |
12/11/2024 | 0.75% | 85.67 CHF | 86.32 CHF | 2,334 | 2,316 | 2,330 | 2,313 | 199,961 CHF | 199,957 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 86.00 CHF | 86.65 CHF | 2,325 | 2,308 | 2,324 | 2,307 | 199,956 CHF | 199,961 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 85.86 CHF | 86.51 CHF | 2,329 | 2,311 | 2,327 | 2,310 | 199,958 CHF | 199,955 CHF | 99.99% | 99.99% |
07/11/2024 | 0.75% | 85.80 CHF | 86.45 CHF | 2,331 | 2,313 | 2,324 | 2,306 | 199,960 CHF | 199,954 CHF | 99.87% | 99.87% |