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% | 105.94 CHF | 106.68 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 180,452 CHF | 181,720 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 105.39 CHF | 106.13 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 179,191 CHF | 180,450 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 106.10 CHF | 106.84 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 180,724 CHF | 181,993 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 107.09 CHF | 107.85 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 183,834 CHF | 185,125 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 110.63 CHF | 111.41 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 187,710 CHF | 189,029 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 110.66 CHF | 111.44 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 187,899 CHF | 189,219 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 111.27 CHF | 112.06 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 190,106 CHF | 191,442 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 113.52 CHF | 114.32 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 192,994 CHF | 194,350 CHF | 99.95% | 99.95% |
08/11/2024 | 0.70% | 112.32 CHF | 113.11 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 191,156 CHF | 192,499 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 112.46 CHF | 113.25 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 191,275 CHF | 192,619 CHF | 100.00% | 100.00% |