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 | 0.60% | 102.97 CHF | 103.59 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 155,631 CHF | 156,568 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 103.26 CHF | 103.88 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 154,575 CHF | 155,505 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 104.31 CHF | 104.94 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 156,110 CHF | 157,049 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 104.34 CHF | 104.97 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 157,315 CHF | 158,261 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 105.27 CHF | 105.90 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 157,082 CHF | 158,028 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 102.95 CHF | 103.57 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 154,877 CHF | 155,809 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 103.21 CHF | 103.83 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 156,563 CHF | 157,505 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 105.61 CHF | 106.25 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 158,663 CHF | 159,618 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 104.64 CHF | 105.27 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 157,494 CHF | 158,442 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 106.03 CHF | 106.67 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 158,768 CHF | 159,724 CHF | 100.00% | 100.00% |