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 | 0.96% | 103.17 CHF | 104.17 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 258,272 CHF | 260,772 CHF | 90.69% | 90.69% |
19/11/2024 | 0.97% | 103.47 CHF | 104.47 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 257,240 CHF | 259,740 CHF | 99.94% | 99.94% |
18/11/2024 | 0.97% | 102.33 CHF | 103.33 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 255,780 CHF | 258,280 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 102.55 CHF | 103.55 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 254,573 CHF | 257,073 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 100.49 CHF | 101.49 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 251,294 CHF | 253,794 CHF | 99.94% | 99.94% |
13/11/2024 | 1.00% | 99.35 CHF | 100.35 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 249,950 CHF | 252,450 CHF | 99.82% | 99.82% |
12/11/2024 | 0.99% | 100.20 CHF | 101.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 251,421 CHF | 253,921 CHF | 99.94% | 99.94% |
11/11/2024 | 0.98% | 101.23 CHF | 102.23 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 253,729 CHF | 256,229 CHF | 100.00% | 100.00% |
08/11/2024 | 0.98% | 101.87 CHF | 102.87 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 253,254 CHF | 255,754 CHF | 99.83% | 99.83% |
07/11/2024 | 0.99% | 100.22 CHF | 101.22 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 250,798 CHF | 253,298 CHF | 100.00% | 100.00% |