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% | 89.56 CHF | 90.19 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 179,744 CHF | 181,006 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 89.29 CHF | 89.92 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 178,866 CHF | 180,122 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 90.26 CHF | 90.89 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 180,138 CHF | 181,403 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 90.58 CHF | 91.21 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 182,158 CHF | 183,438 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 91.55 CHF | 92.19 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 183,821 CHF | 185,112 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 91.36 CHF | 92.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 182,185 CHF | 183,465 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 91.40 CHF | 92.04 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 184,778 CHF | 186,076 CHF | 100.00% | 100.00% |
11/11/2024 | 0.70% | 93.13 CHF | 93.78 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 186,626 CHF | 187,937 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 92.37 CHF | 93.01 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 185,134 CHF | 186,435 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 93.00 CHF | 93.66 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 185,024 CHF | 186,324 CHF | 100.00% | 100.00% |