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% | 112.87 CHF | 113.77 CHF | 1,000 | 3,000 | 1,000 | 3,000 | 113,406 CHF | 342,918 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 112.68 CHF | 113.57 CHF | 1,000 | 3,000 | 1,000 | 3,000 | 112,527 CHF | 340,259 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 113.36 CHF | 114.26 CHF | 1,000 | 3,000 | 1,000 | 3,000 | 113,185 CHF | 342,247 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 113.16 CHF | 114.06 CHF | 1,000 | 3,000 | 1,000 | 3,000 | 113,524 CHF | 343,273 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 114.85 CHF | 115.76 CHF | 1,000 | 3,000 | 1,000 | 3,000 | 114,388 CHF | 345,887 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 114.25 CHF | 115.16 CHF | 1,000 | 3,000 | 1,000 | 3,000 | 114,103 CHF | 345,023 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 114.40 CHF | 115.31 CHF | 1,000 | 3,000 | 1,000 | 3,000 | 115,081 CHF | 347,981 CHF | 100.00% | 100.00% |
11/11/2024 | 1.07% | 116.08 CHF | 117.00 CHF | 1,000 | 3,000 | 997 | 2,985 | 115,604 CHF | 349,750 CHF | 84.08% | 96.63% |
08/11/2024 | 0.79% | 114.93 CHF | 115.85 CHF | 1,000 | 575 | 1,000 | 991 | 115,032 CHF | 114,945 CHF | 98.38% | 100.00% |
07/11/2024 | 0.79% | 115.68 CHF | 116.60 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 115,823 CHF | 116,742 CHF | 100.00% | 100.00% |