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% | 126.13 CHF | 127.14 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 316,705 CHF | 319,248 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 125.62 CHF | 126.63 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 314,317 CHF | 316,842 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 126.33 CHF | 127.35 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 314,416 CHF | 316,941 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 124.82 CHF | 125.82 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 311,894 CHF | 314,399 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 125.61 CHF | 126.62 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 317,368 CHF | 319,917 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 127.42 CHF | 128.45 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 318,185 CHF | 320,741 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 127.05 CHF | 128.07 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 318,784 CHF | 321,344 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 127.00 CHF | 128.02 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 313,381 CHF | 315,898 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 122.09 CHF | 123.07 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,883 CHF | 305,316 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 121.42 CHF | 122.39 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 305,988 CHF | 308,446 CHF | 100.00% | 100.00% |