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 | 1.00% | 108.33 CHF | 109.42 CHF | 921 | 912 | 917 | 908 | 99,742 CHF | 99,748 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 107.77 CHF | 108.85 CHF | 925 | 916 | 934 | 925 | 99,733 CHF | 99,737 CHF | 98.38% | 98.38% |
18/11/2024 | 1.00% | 106.31 CHF | 107.38 CHF | 938 | 929 | 948 | 939 | 99,726 CHF | 99,727 CHF | 99.60% | 99.60% |
15/11/2024 | 1.00% | 105.34 CHF | 106.40 CHF | 947 | 937 | 946 | 937 | 99,728 CHF | 99,730 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 103.98 CHF | 105.02 CHF | 959 | 950 | 960 | 950 | 99,721 CHF | 99,722 CHF | 99.97% | 99.97% |
13/11/2024 | 1.00% | 105.01 CHF | 106.06 CHF | 950 | 940 | 941 | 932 | 99,731 CHF | 99,737 CHF | 99.92% | 99.92% |
12/11/2024 | 1.00% | 104.87 CHF | 105.92 CHF | 951 | 942 | 938 | 929 | 99,732 CHF | 99,736 CHF | 99.82% | 99.82% |
11/11/2024 | 1.00% | 108.41 CHF | 109.50 CHF | 920 | 911 | 903 | 894 | 99,753 CHF | 99,756 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 109.64 CHF | 110.74 CHF | 910 | 901 | 884 | 875 | 99,763 CHF | 99,766 CHF | 96.02% | 96.02% |
07/11/2024 | 1.00% | 116.26 CHF | 117.43 CHF | 858 | 850 | 875 | 867 | 99,763 CHF | 99,773 CHF | 98.17% | 98.17% |