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 | 0.50% | 109.88 CHF | 110.43 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 198,370 CHF | 199,364 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 109.61 CHF | 110.16 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 197,332 CHF | 198,321 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 110.22 CHF | 110.77 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 198,156 CHF | 199,150 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 110.10 CHF | 110.66 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 198,645 CHF | 199,640 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 111.05 CHF | 111.61 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 199,299 CHF | 200,298 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 110.74 CHF | 111.29 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 199,001 CHF | 199,998 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 110.86 CHF | 111.41 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 200,811 CHF | 201,817 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 112.37 CHF | 112.93 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 202,327 CHF | 203,341 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 111.56 CHF | 112.12 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 200,796 CHF | 201,803 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 112.01 CHF | 112.57 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 201,852 CHF | 202,864 CHF | 100.00% | 100.00% |