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% | 105.23 CHF | 106.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 211,384 CHF | 213,082 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 104.85 CHF | 105.70 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 209,776 CHF | 211,461 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 105.28 CHF | 106.13 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 210,289 CHF | 211,978 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 105.23 CHF | 106.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 211,127 CHF | 212,823 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 106.13 CHF | 106.98 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 211,802 CHF | 213,503 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 105.45 CHF | 106.29 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 210,980 CHF | 212,675 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 105.58 CHF | 106.43 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,601 CHF | 214,309 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 106.97 CHF | 107.83 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 214,433 CHF | 216,155 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 105.96 CHF | 106.82 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 211,636 CHF | 213,336 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 106.12 CHF | 106.97 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 212,775 CHF | 214,484 CHF | 100.00% | 100.00% |