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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.75% | 97.38 CHF | 98.11 CHF | 2,053 | 2,038 | 2,052 | 2,037 | 199,951 CHF | 199,950 CHF | 99.91% | 99.91% |
12/11/2024 | 0.74% | 97.69 CHF | 98.42 CHF | 2,047 | 2,032 | 2,037 | 2,022 | 199,956 CHF | 199,958 CHF | 99.94% | 99.94% |
11/11/2024 | 0.75% | 98.87 CHF | 99.62 CHF | 2,022 | 2,007 | 2,020 | 2,005 | 199,948 CHF | 199,957 CHF | 99.95% | 99.95% |
08/11/2024 | 0.75% | 98.56 CHF | 99.30 CHF | 2,029 | 2,014 | 2,040 | 2,024 | 199,949 CHF | 199,951 CHF | 99.95% | 99.95% |
07/11/2024 | 0.75% | 98.18 CHF | 98.92 CHF | 2,037 | 2,021 | 2,037 | 2,022 | 199,949 CHF | 199,953 CHF | 99.96% | 99.96% |
06/11/2024 | 0.75% | 97.65 CHF | 98.38 CHF | 2,048 | 2,032 | 2,021 | 2,006 | 199,954 CHF | 199,959 CHF | 99.91% | 99.91% |
05/11/2024 | 0.77% | 97.19 CHF | 97.94 CHF | 2,057 | 2,042 | 2,062 | 2,023 | 199,950 CHF | 197,726 CHF | 99.97% | 99.97% |