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 | 0.90% | 106.52 CHF | 107.48 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 214,223 CHF | 216,160 CHF | 100.00% | 100.00% |
19/11/2024 | 0.90% | 106.29 CHF | 107.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,058 CHF | 213,975 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 106.78 CHF | 107.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,146 CHF | 215,073 CHF | 100.00% | 100.00% |
15/11/2024 | 0.90% | 106.76 CHF | 107.72 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,774 CHF | 215,707 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 107.53 CHF | 108.51 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 214,354 CHF | 216,292 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 107.05 CHF | 108.01 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,914 CHF | 215,847 CHF | 100.00% | 100.00% |
12/11/2024 | 0.90% | 107.30 CHF | 108.27 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 216,282 CHF | 218,238 CHF | 100.00% | 100.00% |
11/11/2024 | 0.90% | 109.41 CHF | 110.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 218,974 CHF | 220,954 CHF | 100.00% | 100.00% |
08/11/2024 | 0.90% | 108.71 CHF | 109.69 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,127 CHF | 219,090 CHF | 100.00% | 100.00% |
07/11/2024 | 0.90% | 109.25 CHF | 110.24 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 219,054 CHF | 221,034 CHF | 100.00% | 100.00% |