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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.70% | 128.11 CHF | 129.01 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 230,553 CHF | 232,173 CHF | 100.00% | 100.00% |
22/11/2024 | 0.70% | 128.26 CHF | 129.17 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 230,376 CHF | 231,995 CHF | 100.00% | 100.00% |
20/11/2024 | 0.70% | 126.76 CHF | 127.65 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 229,066 CHF | 230,675 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 126.23 CHF | 127.12 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 227,425 CHF | 229,022 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 127.15 CHF | 128.05 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 228,426 CHF | 230,031 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 127.13 CHF | 128.02 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 230,010 CHF | 231,626 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 129.10 CHF | 130.01 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 231,382 CHF | 233,008 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 128.51 CHF | 129.41 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 231,089 CHF | 232,713 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 128.64 CHF | 129.54 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 233,292 CHF | 234,930 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 130.84 CHF | 131.76 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 236,213 CHF | 237,873 CHF | 100.00% | 100.00% |