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 | 0.73% | 21.60 CHF | 21.76 CHF | 9,259 | 9,191 | 9,188 | 9,121 | 199,989 CHF | 199,989 CHF | 99.94% | 99.94% |
19/11/2024 | 0.73% | 21.67 CHF | 21.83 CHF | 9,229 | 9,161 | 9,202 | 9,135 | 199,990 CHF | 199,988 CHF | 99.87% | 99.87% |
18/11/2024 | 0.73% | 22.18 CHF | 22.34 CHF | 9,017 | 8,952 | 9,004 | 8,939 | 199,988 CHF | 199,987 CHF | 99.95% | 99.95% |
15/11/2024 | 0.75% | 22.22 CHF | 22.38 CHF | 9,000 | 8,936 | 8,953 | 8,886 | 199,987 CHF | 199,988 CHF | 99.93% | 99.93% |
14/11/2024 | 0.73% | 22.06 CHF | 22.22 CHF | 9,066 | 9,000 | 9,107 | 9,041 | 199,988 CHF | 199,988 CHF | 99.91% | 99.91% |
13/11/2024 | 0.72% | 22.00 CHF | 22.16 CHF | 9,090 | 9,025 | 9,072 | 9,007 | 199,989 CHF | 199,988 CHF | 99.95% | 99.95% |
12/11/2024 | 0.75% | 22.19 CHF | 22.35 CHF | 9,013 | 8,948 | 8,931 | 8,864 | 199,986 CHF | 199,988 CHF | 99.94% | 99.94% |
11/11/2024 | 0.77% | 23.37 CHF | 23.55 CHF | 8,557 | 8,492 | 8,535 | 8,470 | 199,989 CHF | 199,986 CHF | 99.94% | 99.94% |
08/11/2024 | 0.77% | 23.13 CHF | 23.31 CHF | 8,646 | 8,580 | 8,581 | 8,515 | 199,989 CHF | 199,988 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 23.90 CHF | 24.08 CHF | 8,368 | 8,305 | 8,346 | 8,284 | 199,990 CHF | 199,989 CHF | 99.92% | 99.92% |