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 | 0.87% | 90.88 CHF | 91.68 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 182,182 CHF | 183,782 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 91.14 CHF | 91.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 181,629 CHF | 183,229 CHF | 99.82% | 99.82% |
18/11/2024 | 0.87% | 91.27 CHF | 92.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 182,075 CHF | 183,675 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 91.83 CHF | 92.63 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 184,175 CHF | 185,775 CHF | 98.67% | 98.67% |
14/11/2024 | 0.86% | 93.65 CHF | 94.45 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 185,704 CHF | 187,304 CHF | 99.95% | 99.95% |
13/11/2024 | 0.86% | 92.28 CHF | 93.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 184,445 CHF | 186,045 CHF | 99.93% | 99.93% |
12/11/2024 | 0.85% | 92.91 CHF | 93.71 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 186,614 CHF | 188,214 CHF | 99.94% | 99.94% |
11/11/2024 | 0.85% | 94.10 CHF | 94.90 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 188,353 CHF | 189,953 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.81 CHF | 94.61 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 188,068 CHF | 189,668 CHF | 99.70% | 99.70% |
07/11/2024 | 0.84% | 93.82 CHF | 94.62 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 189,177 CHF | 190,777 CHF | 99.99% | 99.99% |