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% | 105.87 CHF | 106.61 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 190,710 CHF | 192,050 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 105.51 CHF | 106.25 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 189,953 CHF | 191,287 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 106.15 CHF | 106.89 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 190,589 CHF | 191,928 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 105.71 CHF | 106.45 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 192,367 CHF | 193,718 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 107.62 CHF | 108.37 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 193,835 CHF | 195,197 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 107.42 CHF | 108.18 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 193,797 CHF | 195,158 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 108.09 CHF | 108.85 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 194,661 CHF | 196,028 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 107.83 CHF | 108.59 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 194,999 CHF | 196,369 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 108.78 CHF | 109.55 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 195,618 CHF | 196,992 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 108.82 CHF | 109.58 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 196,193 CHF | 197,571 CHF | 100.00% | 100.00% |