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 | 1.02% | 106.50 CHF | 107.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,778 CHF | 215,978 CHF | 100.00% | 100.00% |
19/11/2024 | 1.03% | 106.30 CHF | 107.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,471 CHF | 214,671 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 107.00 CHF | 108.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,989 CHF | 216,189 CHF | 100.00% | 100.00% |
15/11/2024 | 1.02% | 106.90 CHF | 108.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 214,249 CHF | 216,449 CHF | 100.00% | 100.00% |
14/11/2024 | 1.02% | 107.70 CHF | 108.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 214,278 CHF | 216,478 CHF | 99.97% | 99.97% |
13/11/2024 | 1.02% | 106.90 CHF | 108.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 213,910 CHF | 216,110 CHF | 100.00% | 100.00% |
12/11/2024 | 1.02% | 106.90 CHF | 108.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 215,088 CHF | 217,289 CHF | 99.75% | 99.75% |
11/11/2024 | 1.00% | 109.00 CHF | 110.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 218,210 CHF | 220,410 CHF | 100.00% | 100.00% |
08/11/2024 | 1.01% | 108.10 CHF | 109.20 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 216,308 CHF | 218,508 CHF | 99.60% | 99.60% |
07/11/2024 | 1.00% | 108.80 CHF | 109.90 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,871 CHF | 220,071 CHF | 99.35% | 99.35% |