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% | 96.54 CHF | 97.22 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 193,589 CHF | 194,949 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 96.11 CHF | 96.78 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 191,830 CHF | 193,178 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 96.57 CHF | 97.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 193,125 CHF | 194,482 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 97.08 CHF | 97.76 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 194,264 CHF | 195,629 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 97.74 CHF | 98.43 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 195,724 CHF | 197,099 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 97.29 CHF | 97.97 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 194,123 CHF | 195,487 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 97.35 CHF | 98.04 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 196,520 CHF | 197,900 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 99.41 CHF | 100.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 198,979 CHF | 200,377 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 98.71 CHF | 99.41 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 197,098 CHF | 198,482 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 98.74 CHF | 99.43 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 197,424 CHF | 198,811 CHF | 100.00% | 100.00% |