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 | 1.20% | 84.52 CHF | 85.54 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 127,128 CHF | 128,663 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 84.67 CHF | 85.69 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 126,973 CHF | 128,506 CHF | 100.00% | 100.00% |
18/11/2024 | 1.20% | 85.43 CHF | 86.46 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 127,451 CHF | 128,990 CHF | 100.00% | 100.00% |
15/11/2024 | 1.20% | 85.34 CHF | 86.37 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 127,898 CHF | 129,442 CHF | 100.00% | 100.00% |
14/11/2024 | 1.20% | 85.08 CHF | 86.10 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 127,955 CHF | 129,500 CHF | 100.00% | 100.00% |
13/11/2024 | 1.20% | 85.22 CHF | 86.25 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 127,547 CHF | 129,087 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 85.24 CHF | 86.27 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 128,967 CHF | 130,524 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 86.86 CHF | 87.90 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 130,236 CHF | 131,809 CHF | 100.00% | 100.00% |
08/11/2024 | 1.20% | 86.23 CHF | 87.27 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 129,604 CHF | 131,171 CHF | 99.93% | 99.93% |
07/11/2024 | 1.20% | 86.87 CHF | 87.92 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 130,191 CHF | 131,763 CHF | 100.00% | 100.00% |