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 | 0.40% | 115.80 CHF | 116.26 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 232,743 CHF | 233,676 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 115.71 CHF | 116.17 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 231,445 CHF | 232,373 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 116.86 CHF | 117.33 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 233,213 CHF | 234,148 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 116.62 CHF | 117.09 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 234,338 CHF | 235,277 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 118.47 CHF | 118.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 235,635 CHF | 236,579 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 117.41 CHF | 117.88 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 234,532 CHF | 235,472 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 117.49 CHF | 117.96 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 236,846 CHF | 237,796 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 119.67 CHF | 120.15 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 239,500 CHF | 240,460 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 118.54 CHF | 119.02 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 237,699 CHF | 238,652 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 119.84 CHF | 120.32 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 240,035 CHF | 240,997 CHF | 100.00% | 100.00% |