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 | 0.79% | 108.53 CHF | 109.39 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,547 CHF | 219,273 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 108.03 CHF | 108.89 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 215,361 CHF | 217,069 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 107.00 CHF | 107.85 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,144 CHF | 214,834 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 106.32 CHF | 107.16 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,282 CHF | 214,973 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 106.87 CHF | 107.72 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 214,205 CHF | 215,904 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 108.56 CHF | 109.42 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,547 CHF | 219,272 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 109.34 CHF | 110.21 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,563 CHF | 219,289 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 110.39 CHF | 111.27 CHF | 2,000 | 1,750 | 2,000 | 1,989 | 220,588 CHF | 221,624 CHF | 95.96% | 96.63% |
08/11/2024 | 0.79% | 110.46 CHF | 111.34 CHF | 2,000 | 2,000 | 1,959 | 2,000 | 217,032 CHF | 223,339 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 111.73 CHF | 112.61 CHF | 2,000 | 1,500 | 2,000 | 1,955 | 222,869 CHF | 219,547 CHF | 81.56% | 81.91% |