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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.79% | 125.65 CHF | 126.65 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 249,688 CHF | 251,668 CHF | 100.00% | 100.00% |
20/11/2024 | 0.79% | 123.96 CHF | 124.95 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 249,006 CHF | 250,981 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 124.14 CHF | 125.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 247,988 CHF | 249,955 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 125.02 CHF | 126.01 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 249,679 CHF | 251,660 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 124.84 CHF | 125.83 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 249,982 CHF | 251,965 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 125.09 CHF | 126.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 248,987 CHF | 250,962 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 122.99 CHF | 123.96 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 246,404 CHF | 248,358 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 123.44 CHF | 124.42 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 248,730 CHF | 250,703 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 125.61 CHF | 126.61 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 251,287 CHF | 253,904 CHF | 96.63% | 96.63% |
08/11/2024 | 0.79% | 125.16 CHF | 126.16 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 250,646 CHF | 252,634 CHF | 100.00% | 100.00% |