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 | 0.96% | 102.20 CHF | 103.20 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 206,424 CHF | 208,424 CHF | 100.00% | 100.00% |
19/11/2024 | 0.97% | 102.50 CHF | 103.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 204,479 CHF | 206,479 CHF | 100.00% | 100.00% |
18/11/2024 | 1.05% | 103.70 CHF | 104.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 208,298 CHF | 210,498 CHF | 100.00% | 100.00% |
15/11/2024 | 1.03% | 104.60 CHF | 105.70 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,360 CHF | 214,560 CHF | 99.93% | 99.93% |
14/11/2024 | 1.01% | 107.70 CHF | 108.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 215,737 CHF | 217,937 CHF | 99.89% | 99.89% |
13/11/2024 | 1.03% | 106.40 CHF | 107.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,739 CHF | 214,939 CHF | 100.00% | 100.00% |
12/11/2024 | 1.03% | 105.40 CHF | 106.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,353 CHF | 214,553 CHF | 99.69% | 99.69% |
11/11/2024 | 1.02% | 107.10 CHF | 108.20 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 214,101 CHF | 216,301 CHF | 100.00% | 100.00% |
08/11/2024 | 1.04% | 106.00 CHF | 107.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 211,082 CHF | 213,282 CHF | 99.89% | 99.89% |
07/11/2024 | 1.03% | 105.80 CHF | 106.90 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,203 CHF | 214,403 CHF | 99.35% | 99.35% |