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% | 93.52 CHF | 94.23 CHF | 1,603 | 1,591 | 1,593 | 1,584 | 149,668 CHF | 149,952 CHF | 99.93% | 99.93% |
19/11/2024 | 0.76% | 93.68 CHF | 94.39 CHF | 1,601 | 1,589 | 1,602 | 1,590 | 149,952 CHF | 149,956 CHF | 99.96% | 99.96% |
18/11/2024 | 0.75% | 94.57 CHF | 95.28 CHF | 1,586 | 1,574 | 1,588 | 1,576 | 149,951 CHF | 149,949 CHF | 99.98% | 99.98% |
15/11/2024 | 0.75% | 94.78 CHF | 95.49 CHF | 1,582 | 1,570 | 1,580 | 1,568 | 149,950 CHF | 149,952 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 94.74 CHF | 95.45 CHF | 1,583 | 1,571 | 1,590 | 1,579 | 149,940 CHF | 149,936 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 93.30 CHF | 94.01 CHF | 1,607 | 1,595 | 1,600 | 1,587 | 149,958 CHF | 149,953 CHF | 99.93% | 99.93% |
12/11/2024 | 0.75% | 93.92 CHF | 94.63 CHF | 1,597 | 1,585 | 1,583 | 1,571 | 149,956 CHF | 149,957 CHF | 99.94% | 99.94% |
11/11/2024 | 0.76% | 95.92 CHF | 96.65 CHF | 1,563 | 1,551 | 1,558 | 1,547 | 149,953 CHF | 149,955 CHF | 99.98% | 99.98% |
08/11/2024 | 0.76% | 95.96 CHF | 96.69 CHF | 1,563 | 1,551 | 1,561 | 1,549 | 149,951 CHF | 149,952 CHF | 99.91% | 99.91% |
07/11/2024 | 0.75% | 97.24 CHF | 97.97 CHF | 1,542 | 1,531 | 1,544 | 1,533 | 149,951 CHF | 149,951 CHF | 99.96% | 99.96% |