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% | 108.70 CHF | 109.57 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 218,209 CHF | 219,962 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 108.49 CHF | 109.36 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 216,216 CHF | 217,953 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 108.28 CHF | 109.15 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 216,276 CHF | 218,013 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 108.20 CHF | 109.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,295 CHF | 219,040 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 109.49 CHF | 110.37 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 219,062 CHF | 220,822 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 109.29 CHF | 110.17 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 218,773 CHF | 220,530 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 109.39 CHF | 110.27 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 219,779 CHF | 221,545 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 111.06 CHF | 111.95 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,268 CHF | 224,054 CHF | 99.95% | 99.95% |
08/11/2024 | 0.80% | 110.23 CHF | 111.12 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 220,215 CHF | 221,984 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 109.97 CHF | 110.85 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 219,622 CHF | 221,386 CHF | 100.00% | 100.00% |