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 | 1,00% | 93,03 CHF | 93,96 CHF | 1 071 | 1 061 | 1 066 | 1 055 | 99 668 CHF | 99 675 CHF | 99,85% | 99,85% |
19/11/2024 | 1,00% | 93,01 CHF | 93,94 CHF | 1 072 | 1 061 | 1 073 | 1 062 | 99 663 CHF | 99 672 CHF | 99,99% | 99,99% |
18/11/2024 | 1,00% | 93,80 CHF | 94,74 CHF | 1 063 | 1 052 | 1 062 | 1 052 | 99 669 CHF | 99 676 CHF | 99,54% | 99,54% |
15/11/2024 | 1,00% | 94,01 CHF | 94,95 CHF | 1 060 | 1 050 | 1 057 | 1 047 | 99 673 CHF | 99 675 CHF | 99,90% | 99,90% |
14/11/2024 | 1,00% | 94,61 CHF | 95,56 CHF | 1 054 | 1 043 | 1 058 | 1 047 | 99 679 CHF | 99 673 CHF | 99,98% | 99,98% |
13/11/2024 | 1,00% | 93,55 CHF | 94,49 CHF | 1 065 | 1 055 | 1 065 | 1 054 | 99 668 CHF | 99 675 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 93,18 CHF | 94,12 CHF | 1 070 | 1 059 | 1 059 | 1 049 | 99 673 CHF | 99 675 CHF | 96,66% | 96,66% |
11/11/2024 | 1,00% | 95,40 CHF | 96,36 CHF | 1 045 | 1 034 | 1 042 | 1 032 | 99 681 CHF | 99 686 CHF | 99,99% | 99,99% |
08/11/2024 | 1,00% | 94,92 CHF | 95,87 CHF | 1 050 | 1 040 | 1 048 | 1 038 | 99 679 CHF | 99 679 CHF | 98,94% | 98,94% |
07/11/2024 | 1,00% | 96,13 CHF | 97,10 CHF | 1 037 | 1 027 | 1 037 | 1 027 | 99 686 CHF | 99 687 CHF | 99,99% | 99,99% |