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% | 104.56 CHF | 105.29 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 262,806 CHF | 264,652 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 104.99 CHF | 105.73 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 263,325 CHF | 265,177 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 106.41 CHF | 107.16 CHF | 2,093 | 2,500 | 2,437 | 2,500 | 259,528 CHF | 268,136 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 107.25 CHF | 108.00 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 269,118 CHF | 271,015 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 108.65 CHF | 109.41 CHF | 2,500 | 2,400 | 2,500 | 2,481 | 271,615 CHF | 271,469 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 108.17 CHF | 108.93 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 269,364 CHF | 271,259 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 109.10 CHF | 109.87 CHF | 2,490 | 2,500 | 2,494 | 2,500 | 274,948 CHF | 277,503 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 111.25 CHF | 112.03 CHF | 2,250 | 2,500 | 2,469 | 2,500 | 274,703 CHF | 280,107 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 110.47 CHF | 111.25 CHF | 1,500 | 2,500 | 1,503 | 2,500 | 166,139 CHF | 278,247 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 111.60 CHF | 112.38 CHF | 2,307 | 2,500 | 2,440 | 2,500 | 272,607 CHF | 281,248 CHF | 100.00% | 100.00% |