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 | 1.00% | 109.21 CHF | 110.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 219,281 CHF | 221,485 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 108.47 CHF | 109.56 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 216,324 CHF | 218,498 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 108.81 CHF | 109.91 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,554 CHF | 219,741 CHF | 99.99% | 99.99% |
15/11/2024 | 1.00% | 108.93 CHF | 110.03 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 220,444 CHF | 222,659 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 111.37 CHF | 112.49 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 223,186 CHF | 225,429 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 110.47 CHF | 111.58 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 220,327 CHF | 222,541 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 111.05 CHF | 112.17 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,035 CHF | 224,267 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 110.99 CHF | 112.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 221,784 CHF | 224,013 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 110.51 CHF | 111.62 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 221,942 CHF | 224,173 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 111.42 CHF | 112.54 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,795 CHF | 225,034 CHF | 100.00% | 100.00% |