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% | 112.75 CHF | 113.65 CHF | 600 | 600 | 600 | 600 | 67,962 CHF | 68,501 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 113.01 CHF | 113.91 CHF | 600 | 600 | 600 | 600 | 67,896 CHF | 68,435 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 114.14 CHF | 115.04 CHF | 600 | 600 | 600 | 600 | 68,336 CHF | 68,878 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 114.22 CHF | 115.12 CHF | 600 | 600 | 600 | 600 | 68,962 CHF | 69,509 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 115.53 CHF | 116.45 CHF | 600 | 600 | 600 | 600 | 69,485 CHF | 70,036 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 115.01 CHF | 115.93 CHF | 600 | 600 | 600 | 600 | 69,180 CHF | 69,729 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 115.67 CHF | 116.59 CHF | 600 | 600 | 600 | 600 | 69,849 CHF | 70,403 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 117.38 CHF | 118.31 CHF | 600 | 600 | 600 | 600 | 70,236 CHF | 70,966 CHF | 96.63% | 96.63% |
08/11/2024 | 0.79% | 116.50 CHF | 117.42 CHF | 600 | 600 | 600 | 600 | 69,762 CHF | 70,315 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 116.78 CHF | 117.71 CHF | 600 | 600 | 600 | 600 | 70,167 CHF | 70,723 CHF | 100.00% | 100.00% |