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% | 84.67 CHF | 85.30 CHF | 2,362 | 2,344 | 2,348 | 2,331 | 199,959 CHF | 199,961 CHF | 99.90% | 99.90% |
19/11/2024 | 0.75% | 84.41 CHF | 85.04 CHF | 2,369 | 2,351 | 2,373 | 2,355 | 199,958 CHF | 199,957 CHF | 99.83% | 99.83% |
18/11/2024 | 0.75% | 84.90 CHF | 85.54 CHF | 2,355 | 2,338 | 2,354 | 2,337 | 199,955 CHF | 199,957 CHF | 99.94% | 99.94% |
15/11/2024 | 0.76% | 85.44 CHF | 86.09 CHF | 2,340 | 2,323 | 2,337 | 2,319 | 199,956 CHF | 199,957 CHF | 99.94% | 99.94% |
14/11/2024 | 0.75% | 85.59 CHF | 86.24 CHF | 2,336 | 2,319 | 2,345 | 2,327 | 199,957 CHF | 199,955 CHF | 99.89% | 99.89% |
13/11/2024 | 0.75% | 84.63 CHF | 85.26 CHF | 2,363 | 2,345 | 2,359 | 2,342 | 199,958 CHF | 199,958 CHF | 99.90% | 99.90% |
12/11/2024 | 0.75% | 85.01 CHF | 85.65 CHF | 2,352 | 2,335 | 2,327 | 2,309 | 199,957 CHF | 199,961 CHF | 99.91% | 99.91% |
11/11/2024 | 0.74% | 87.04 CHF | 87.69 CHF | 2,297 | 2,280 | 2,294 | 2,277 | 199,958 CHF | 199,957 CHF | 99.97% | 99.97% |
08/11/2024 | 0.75% | 86.28 CHF | 86.93 CHF | 2,318 | 2,300 | 2,321 | 2,304 | 199,958 CHF | 199,958 CHF | 99.90% | 99.90% |
07/11/2024 | 0.75% | 86.77 CHF | 87.42 CHF | 2,304 | 2,287 | 2,301 | 2,284 | 199,958 CHF | 199,958 CHF | 99.98% | 99.98% |