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 | 1.01% | 115.30 CHF | 116.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 115,434 CHF | 116,602 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 115.70 CHF | 116.90 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 115,800 CHF | 116,970 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 116.40 CHF | 117.60 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 116,409 CHF | 117,584 CHF | 76.15% | 76.15% |
15/11/2024 | 1.01% | 115.80 CHF | 117.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 116,546 CHF | 117,724 CHF | 90.60% | 90.60% |
14/11/2024 | 1.01% | 117.50 CHF | 118.70 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 117,446 CHF | 118,635 CHF | 43.13% | 43.13% |
13/11/2024 | 1.00% | 117.70 CHF | 118.90 CHF | 1,000 | 1,000 | 993 | 993 | 116,677 CHF | 117,854 CHF | 83.23% | 83.23% |
12/11/2024 | 1.00% | 119.00 CHF | 120.20 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 119,687 CHF | 120,896 CHF | 63.22% | 63.22% |
11/11/2024 | 1.00% | 120.40 CHF | 121.60 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 120,282 CHF | 121,494 CHF | 88.84% | 88.84% |
08/11/2024 | 1.00% | 120.00 CHF | 121.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 120,149 CHF | 121,363 CHF | 92.86% | 92.86% |
07/11/2024 | 1.00% | 121.00 CHF | 122.20 CHF | 1,000 | 1,000 | 900 | 900 | 108,588 CHF | 109,686 CHF | 100.00% | 100.00% |