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% | 149.25 CHF | 150.29 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 225,171 CHF | 226,753 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 148.77 CHF | 149.82 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 223,066 CHF | 224,635 CHF | 99.86% | 99.86% |
18/11/2024 | 0.70% | 149.89 CHF | 150.94 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 224,031 CHF | 225,605 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 149.32 CHF | 150.37 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 224,960 CHF | 226,540 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 151.19 CHF | 152.26 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 225,519 CHF | 227,104 CHF | 97.15% | 97.15% |
13/11/2024 | 0.70% | 149.77 CHF | 150.82 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 223,887 CHF | 225,460 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 149.68 CHF | 150.73 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 227,189 CHF | 228,785 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 153.16 CHF | 154.24 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 229,704 CHF | 231,317 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 151.11 CHF | 152.17 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 227,037 CHF | 228,632 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 153.25 CHF | 154.33 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 230,005 CHF | 231,621 CHF | 100.00% | 100.00% |