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 | 0.79% | 134.73 CHF | 135.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 272,027 CHF | 274,185 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 135.19 CHF | 136.26 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 269,570 CHF | 271,708 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 135.42 CHF | 136.49 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 270,343 CHF | 272,488 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 135.54 CHF | 136.62 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 272,465 CHF | 274,626 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 137.58 CHF | 138.67 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 274,321 CHF | 276,496 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 136.55 CHF | 137.63 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 272,851 CHF | 275,015 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 136.81 CHF | 137.89 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 275,918 CHF | 278,106 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 139.89 CHF | 141.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 280,508 CHF | 283,434 CHF | 96.64% | 96.64% |
08/11/2024 | 0.79% | 141.01 CHF | 142.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 282,599 CHF | 284,840 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 141.98 CHF | 143.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 284,360 CHF | 286,616 CHF | 100.00% | 100.00% |