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 | 0.74% | 71.35 CHF | 71.88 CHF | 2,803 | 2,732 | 2,795 | 2,757 | 199,965 CHF | 198,689 CHF | 99.94% | 99.94% |
19/11/2024 | 0.74% | 71.42 CHF | 71.95 CHF | 2,800 | 2,779 | 2,793 | 2,755 | 199,962 CHF | 198,673 CHF | 99.98% | 99.98% |
18/11/2024 | 0.76% | 72.51 CHF | 73.06 CHF | 2,758 | 2,737 | 2,761 | 2,741 | 199,964 CHF | 199,960 CHF | 99.94% | 99.94% |
15/11/2024 | 0.76% | 71.95 CHF | 72.49 CHF | 2,779 | 2,759 | 2,764 | 2,743 | 199,964 CHF | 199,963 CHF | 99.95% | 99.95% |
14/11/2024 | 0.82% | 72.76 CHF | 73.31 CHF | 2,748 | 2,693 | 2,754 | 2,707 | 199,963 CHF | 198,188 CHF | 99.97% | 99.97% |