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% | 86.43 CHF | 87.08 CHF | 2,314 | 2,296 | 2,311 | 2,293 | 199,959 CHF | 199,958 CHF | 99.93% | 99.93% |
19/11/2024 | 0.75% | 86.50 CHF | 87.15 CHF | 2,312 | 2,294 | 2,316 | 2,297 | 199,956 CHF | 199,807 CHF | 99.92% | 99.92% |
18/11/2024 | 0.75% | 86.61 CHF | 87.26 CHF | 2,309 | 2,292 | 2,313 | 2,296 | 199,959 CHF | 199,957 CHF | 99.93% | 99.93% |
15/11/2024 | 0.74% | 86.85 CHF | 87.50 CHF | 2,302 | 2,285 | 2,298 | 2,281 | 199,958 CHF | 199,955 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 87.89 CHF | 88.55 CHF | 2,275 | 2,258 | 2,286 | 2,269 | 199,955 CHF | 199,954 CHF | 99.94% | 99.94% |
13/11/2024 | 0.75% | 87.15 CHF | 87.80 CHF | 2,294 | 2,277 | 2,294 | 2,277 | 199,958 CHF | 199,955 CHF | 99.97% | 99.97% |
12/11/2024 | 0.75% | 87.57 CHF | 88.23 CHF | 2,283 | 2,266 | 2,278 | 2,261 | 199,955 CHF | 199,955 CHF | 99.92% | 99.92% |
11/11/2024 | 0.75% | 88.11 CHF | 88.77 CHF | 2,269 | 2,253 | 2,268 | 2,251 | 199,955 CHF | 199,953 CHF | 99.99% | 99.99% |
08/11/2024 | 0.75% | 87.92 CHF | 88.58 CHF | 2,274 | 2,257 | 2,272 | 2,255 | 199,958 CHF | 199,957 CHF | 99.98% | 99.98% |
07/11/2024 | 0.74% | 87.91 CHF | 88.57 CHF | 2,275 | 2,258 | 2,265 | 2,248 | 199,956 CHF | 199,953 CHF | 99.98% | 99.98% |