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% | 95.35 CHF | 96.07 CHF | 2,097 | 2,081 | 2,093 | 2,077 | 199,952 CHF | 199,956 CHF | 99.96% | 99.96% |
19/11/2024 | 0.75% | 95.20 CHF | 95.92 CHF | 2,100 | 2,085 | 2,098 | 2,083 | 199,952 CHF | 199,953 CHF | 99.93% | 99.93% |
18/11/2024 | 0.75% | 95.41 CHF | 96.13 CHF | 2,096 | 2,080 | 2,101 | 2,085 | 199,952 CHF | 199,953 CHF | 99.94% | 99.94% |
15/11/2024 | 0.75% | 95.32 CHF | 96.04 CHF | 2,098 | 2,082 | 2,100 | 2,084 | 199,947 CHF | 199,950 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 95.21 CHF | 95.93 CHF | 2,100 | 2,084 | 2,100 | 2,085 | 199,950 CHF | 199,955 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 94.92 CHF | 95.64 CHF | 2,107 | 2,091 | 2,107 | 2,091 | 199,959 CHF | 199,953 CHF | 99.98% | 99.98% |
12/11/2024 | 0.75% | 94.91 CHF | 95.63 CHF | 2,107 | 2,091 | 2,102 | 2,086 | 199,951 CHF | 199,946 CHF | 99.96% | 99.96% |
11/11/2024 | 0.75% | 95.24 CHF | 95.96 CHF | 2,099 | 2,084 | 2,098 | 2,080 | 199,952 CHF | 199,790 CHF | 99.96% | 99.96% |
08/11/2024 | 0.75% | 95.27 CHF | 95.99 CHF | 2,099 | 2,083 | 2,100 | 2,084 | 199,948 CHF | 199,952 CHF | 99.97% | 99.97% |
07/11/2024 | 0.75% | 95.37 CHF | 96.09 CHF | 2,097 | 2,081 | 2,098 | 2,082 | 199,947 CHF | 199,947 CHF | 99.99% | 99.99% |