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% | 159.56 CHF | 160.68 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 240,659 CHF | 242,350 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 159.35 CHF | 160.47 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 239,221 CHF | 240,902 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 159.79 CHF | 160.91 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 239,094 CHF | 240,774 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 158.67 CHF | 159.79 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 236,974 CHF | 238,639 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 159.07 CHF | 160.19 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 236,433 CHF | 238,094 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 158.08 CHF | 159.19 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 236,990 CHF | 238,655 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 157.04 CHF | 158.14 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 237,140 CHF | 238,806 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 160.10 CHF | 161.22 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 240,260 CHF | 241,948 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 159.27 CHF | 160.39 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 239,004 CHF | 240,682 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 160.31 CHF | 161.44 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 241,213 CHF | 242,907 CHF | 100.00% | 100.00% |