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% | 86.56 CHF | 87.26 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 217,249 CHF | 218,994 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 86.46 CHF | 87.15 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 215,884 CHF | 217,618 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 87.01 CHF | 87.71 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 217,064 CHF | 218,807 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 86.84 CHF | 87.54 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 218,705 CHF | 220,461 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 87.96 CHF | 88.67 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 219,626 CHF | 221,390 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 87.51 CHF | 88.21 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 218,049 CHF | 219,801 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 87.11 CHF | 87.81 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 218,756 CHF | 220,513 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 87.86 CHF | 88.56 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 219,242 CHF | 221,003 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 86.99 CHF | 87.69 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 217,987 CHF | 219,738 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 87.25 CHF | 87.95 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 217,333 CHF | 219,079 CHF | 100.00% | 100.00% |