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 | 0.26% | 102.70 CHF | 102.80 CHF | 2,000 | 2,000 | 1,100 | 1,100 | 118,798 CHF | 119,061 CHF | 99.88% | 99.88% |
19/11/2024 | 0.23% | 103.10 CHF | 103.20 CHF | 2,000 | 2,000 | 1,098 | 1,098 | 114,270 CHF | 114,490 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 108.60 CHF | 108.80 CHF | 2,100 | 2,100 | 1,194 | 1,194 | 128,399 CHF | 128,695 CHF | 99.20% | 99.20% |
15/11/2024 | 0.26% | 108.20 CHF | 108.40 CHF | 1,800 | 1,800 | 1,033 | 1,033 | 119,880 CHF | 120,172 CHF | 99.09% | 99.09% |
14/11/2024 | 0.26% | 121.00 CHF | 121.20 CHF | 1,900 | 1,900 | 992 | 992 | 120,551 CHF | 120,825 CHF | 99.79% | 99.79% |
13/11/2024 | 0.27% | 114.80 CHF | 115.00 CHF | 1,900 | 1,900 | 1,076 | 1,076 | 123,651 CHF | 123,950 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 113.60 CHF | 113.80 CHF | 2,000 | 2,000 | 1,100 | 1,100 | 122,290 CHF | 122,595 CHF | 99.85% | 99.85% |
11/11/2024 | 0.27% | 110.40 CHF | 110.60 CHF | 1,900 | 1,900 | 1,077 | 1,077 | 125,303 CHF | 125,603 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 117.60 CHF | 117.80 CHF | 1,800 | 1,800 | 1,033 | 1,033 | 123,372 CHF | 123,663 CHF | 98.98% | 98.98% |
07/11/2024 | 0.27% | 120.20 CHF | 120.40 CHF | 1,900 | 1,900 | 1,077 | 1,077 | 124,530 CHF | 124,830 CHF | 99.90% | 99.90% |