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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/11/2012 | 0.91% | 110.20 CHF | 111.20 CHF | 405 | 405 | 408 | 408 | 44,612 CHF | 45,020 CHF | 99.97% | 99.97% |
16/11/2012 | 0.91% | 108.40 CHF | 109.40 CHF | 409 | 409 | 407 | 407 | 44,357 CHF | 44,765 CHF | 99.93% | 99.93% |
15/11/2012 | 0.91% | 109.70 CHF | 110.70 CHF | 406 | 406 | 405 | 405 | 44,515 CHF | 44,920 CHF | 99.93% | 99.93% |
14/11/2012 | 0.90% | 110.60 CHF | 111.60 CHF | 404 | 404 | 403 | 403 | 44,721 CHF | 45,124 CHF | 99.90% | 99.90% |
13/11/2012 | 0.90% | 110.90 CHF | 111.90 CHF | 403 | 403 | 405 | 405 | 44,684 CHF | 45,090 CHF | 91.81% | 99.94% |
12/11/2012 | 0.89% | 111.30 CHF | 112.30 CHF | 2,147 | 2,147 | 2,147 | 2,147 | 238,958 CHF | 241,107 CHF | 99.97% | 99.97% |
09/11/2012 | 0.90% | 111.00 CHF | 112.00 CHF | 2,153 | 2,153 | 2,157 | 2,157 | 238,925 CHF | 241,078 CHF | 99.96% | 99.96% |
08/11/2012 | 0.89% | 111.40 CHF | 112.40 CHF | 2,146 | 2,146 | 2,139 | 2,139 | 239,029 CHF | 241,161 CHF | 99.61% | 99.61% |
07/11/2012 | 0.88% | 111.90 CHF | 112.90 CHF | 2,141 | 2,141 | 2,115 | 2,114 | 239,573 CHF | 241,682 CHF | 98.79% | 98.79% |
06/11/2012 | 0.88% | 113.10 CHF | 114.10 CHF | 2,114 | 2,114 | 2,119 | 2,119 | 239,101 CHF | 241,218 CHF | 99.96% | 99.96% |