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 | 1.00% | 121.67 CHF | 122.90 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,473 CHF | 306,523 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 120.85 CHF | 122.07 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,308 CHF | 305,346 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 121.21 CHF | 122.43 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,599 CHF | 305,640 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 120.99 CHF | 122.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,661 CHF | 306,713 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 122.59 CHF | 123.82 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 306,925 CHF | 310,009 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 123.05 CHF | 124.29 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 307,698 CHF | 310,791 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 123.52 CHF | 124.76 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 309,394 CHF | 312,504 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 123.92 CHF | 125.16 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 309,966 CHF | 313,081 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 123.96 CHF | 125.20 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 308,047 CHF | 311,143 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 123.37 CHF | 124.61 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 308,753 CHF | 311,856 CHF | 100.00% | 100.00% |