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 | 0.79% | 102.93 CHF | 103.74 CHF | 800 | 800 | 800 | 800 | 82,969 CHF | 83,627 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 102.58 CHF | 103.39 CHF | 800 | 800 | 800 | 800 | 81,193 CHF | 81,837 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.32 CHF | 102.13 CHF | 800 | 800 | 800 | 800 | 80,966 CHF | 81,608 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.59 CHF | 102.40 CHF | 800 | 800 | 800 | 800 | 82,729 CHF | 83,385 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 104.24 CHF | 105.07 CHF | 800 | 800 | 800 | 800 | 82,798 CHF | 83,455 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 103.72 CHF | 104.54 CHF | 800 | 800 | 800 | 800 | 83,421 CHF | 84,082 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 104.75 CHF | 105.58 CHF | 800 | 800 | 800 | 800 | 83,279 CHF | 83,940 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 104.44 CHF | 105.26 CHF | 800 | 800 | 800 | 800 | 83,562 CHF | 84,433 CHF | 96.64% | 96.64% |
08/11/2024 | 0.79% | 104.87 CHF | 105.70 CHF | 800 | 800 | 800 | 800 | 84,477 CHF | 85,147 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 105.59 CHF | 106.43 CHF | 800 | 800 | 800 | 800 | 83,753 CHF | 84,417 CHF | 100.00% | 100.00% |