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 | 1.33% | 76.29 CHF | 77.31 CHF | 9,800 | 9,800 | 9,782 | 9,776 | 749,997 CHF | 759,607 CHF | 99.37% | 99.37% |
19/11/2024 | 1.32% | 76.49 CHF | 77.51 CHF | 9,800 | 9,800 | 9,779 | 9,779 | 750,920 CHF | 760,924 CHF | 100.00% | 100.00% |
18/11/2024 | 1.29% | 78.69 CHF | 79.71 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 753,745 CHF | 763,565 CHF | 100.00% | 100.00% |
15/11/2024 | 1.30% | 77.69 CHF | 78.71 CHF | 9,700 | 9,700 | 9,606 | 9,606 | 751,988 CHF | 761,815 CHF | 100.00% | 100.00% |
14/11/2024 | 1.30% | 79.09 CHF | 80.11 CHF | 9,500 | 9,500 | 9,548 | 9,548 | 750,758 CHF | 760,528 CHF | 100.00% | 100.00% |
13/11/2024 | 1.31% | 77.69 CHF | 78.71 CHF | 9,700 | 9,700 | 9,653 | 9,653 | 750,910 CHF | 760,786 CHF | 100.00% | 100.00% |
12/11/2024 | 1.30% | 77.89 CHF | 78.91 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 751,240 CHF | 761,061 CHF | 100.00% | 100.00% |
11/11/2024 | 1.28% | 79.29 CHF | 80.31 CHF | 9,500 | 9,500 | 9,429 | 9,429 | 751,243 CHF | 760,889 CHF | 100.00% | 100.00% |
08/11/2024 | 1.28% | 79.29 CHF | 80.31 CHF | 9,500 | 9,500 | 9,468 | 9,468 | 753,202 CHF | 762,888 CHF | 100.00% | 100.00% |
07/11/2024 | 1.27% | 79.89 CHF | 80.91 CHF | 9,400 | 9,400 | 9,400 | 9,400 | 753,986 CHF | 763,602 CHF | 99.24% | 99.24% |