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 | 0.70% | 102.74 CHF | 103.46 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 206,617 CHF | 208,068 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 102.56 CHF | 103.28 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 205,368 CHF | 206,810 CHF | 99.95% | 99.95% |
18/11/2024 | 0.70% | 103.35 CHF | 104.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 207,259 CHF | 208,715 CHF | 99.98% | 99.98% |
15/11/2024 | 0.70% | 104.44 CHF | 105.17 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 209,630 CHF | 211,102 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 104.00 CHF | 104.73 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 207,904 CHF | 209,364 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 103.46 CHF | 104.19 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 207,072 CHF | 208,527 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 102.73 CHF | 103.45 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 208,501 CHF | 209,966 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 106.65 CHF | 107.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,126 CHF | 214,623 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 105.27 CHF | 106.01 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 211,089 CHF | 212,572 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 106.49 CHF | 107.24 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,437 CHF | 213,929 CHF | 99.99% | 99.99% |