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% | 95.06 CHF | 95.82 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 191,048 CHF | 192,583 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 95.02 CHF | 95.78 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 189,854 CHF | 191,378 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 96.18 CHF | 96.95 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 191,364 CHF | 192,901 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 96.27 CHF | 97.04 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 191,947 CHF | 193,489 CHF | 98.91% | 98.91% |
14/11/2024 | 0.80% | 95.36 CHF | 96.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 190,634 CHF | 192,165 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 94.54 CHF | 95.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 188,890 CHF | 190,407 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 94.08 CHF | 94.83 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 190,966 CHF | 192,500 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 96.60 CHF | 97.37 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 193,903 CHF | 195,460 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 96.14 CHF | 96.91 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 192,202 CHF | 193,746 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 96.75 CHF | 97.52 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 192,878 CHF | 194,428 CHF | 100.00% | 100.00% |