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 | 0.80% | 87.42 CHF | 88.12 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 219,555 CHF | 221,319 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 87.34 CHF | 88.04 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 217,890 CHF | 219,640 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 87.60 CHF | 88.31 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 218,304 CHF | 220,057 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 87.40 CHF | 88.10 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 220,973 CHF | 222,748 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 89.90 CHF | 90.63 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 225,624 CHF | 227,436 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 90.02 CHF | 90.74 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 224,526 CHF | 226,330 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 90.17 CHF | 90.89 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 225,112 CHF | 226,920 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 90.31 CHF | 91.03 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 225,195 CHF | 227,004 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 89.33 CHF | 90.05 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 222,434 CHF | 224,221 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 89.19 CHF | 89.90 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 222,315 CHF | 224,101 CHF | 100.00% | 100.00% |