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 | 0.89% | 110.48 CHF | 111.47 CHF | 906 | 898 | 900 | 892 | 100,110 CHF | 100,110 CHF | 100.00% | 100.00% |
19/11/2024 | 0.90% | 110.13 CHF | 111.12 CHF | 909 | 901 | 911 | 903 | 100,107 CHF | 100,106 CHF | 98.38% | 98.38% |
18/11/2024 | 0.90% | 110.32 CHF | 111.31 CHF | 907 | 899 | 910 | 902 | 100,114 CHF | 100,111 CHF | 99.60% | 99.60% |
15/11/2024 | 0.90% | 110.14 CHF | 111.13 CHF | 909 | 901 | 902 | 894 | 100,108 CHF | 100,109 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 111.91 CHF | 112.92 CHF | 895 | 887 | 895 | 887 | 100,110 CHF | 100,112 CHF | 99.97% | 99.97% |
13/11/2024 | 0.89% | 111.43 CHF | 112.43 CHF | 898 | 890 | 899 | 891 | 100,114 CHF | 100,113 CHF | 99.79% | 99.79% |
12/11/2024 | 0.90% | 111.33 CHF | 112.33 CHF | 899 | 891 | 896 | 888 | 100,107 CHF | 100,109 CHF | 99.82% | 99.82% |
11/11/2024 | 0.90% | 112.16 CHF | 113.17 CHF | 893 | 885 | 893 | 885 | 100,113 CHF | 100,114 CHF | 100.00% | 100.00% |
08/11/2024 | 0.90% | 110.76 CHF | 111.76 CHF | 904 | 896 | 910 | 902 | 100,110 CHF | 100,113 CHF | 100.00% | 100.00% |
07/11/2024 | 0.90% | 110.82 CHF | 111.82 CHF | 903 | 895 | 910 | 902 | 100,109 CHF | 100,111 CHF | 100.00% | 100.00% |