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 | 0.99% | 99.53 CHF | 100.53 CHF | 1,006 | 996 | 1,002 | 992 | 100,105 CHF | 100,103 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 99.33 CHF | 100.32 CHF | 1,008 | 998 | 1,009 | 999 | 100,097 CHF | 100,102 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 99.98 CHF | 100.98 CHF | 1,001 | 991 | 1,005 | 995 | 100,103 CHF | 100,102 CHF | 99.60% | 99.60% |
15/11/2024 | 0.99% | 100.32 CHF | 101.32 CHF | 998 | 988 | 987 | 977 | 100,098 CHF | 100,103 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 102.91 CHF | 103.94 CHF | 973 | 963 | 975 | 965 | 100,102 CHF | 100,105 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 102.69 CHF | 103.72 CHF | 975 | 965 | 975 | 965 | 100,104 CHF | 100,102 CHF | 99.93% | 99.93% |
12/11/2024 | 0.99% | 103.29 CHF | 104.32 CHF | 969 | 960 | 960 | 950 | 100,104 CHF | 100,101 CHF | 99.82% | 99.82% |
11/11/2024 | 0.99% | 105.54 CHF | 106.60 CHF | 949 | 939 | 944 | 935 | 100,107 CHF | 100,107 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 104.94 CHF | 105.99 CHF | 954 | 944 | 951 | 942 | 100,105 CHF | 100,109 CHF | 100.00% | 100.00% |
07/11/2024 | 0.99% | 106.32 CHF | 107.38 CHF | 942 | 932 | 941 | 932 | 100,103 CHF | 100,109 CHF | 100.00% | 100.00% |