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% | 85.72 CHF | 86.41 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 171,705 CHF | 173,084 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 85.87 CHF | 86.56 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 171,985 CHF | 173,367 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 86.15 CHF | 86.84 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 172,339 CHF | 173,723 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 86.67 CHF | 87.37 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 175,649 CHF | 177,060 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 89.35 CHF | 90.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 179,118 CHF | 180,557 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 89.44 CHF | 90.16 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 179,379 CHF | 180,820 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 90.70 CHF | 91.42 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 182,293 CHF | 183,757 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 92.45 CHF | 93.19 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 185,743 CHF | 187,235 CHF | 99.23% | 99.23% |
08/11/2024 | 0.80% | 92.36 CHF | 93.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 184,967 CHF | 186,453 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 92.41 CHF | 93.15 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 185,277 CHF | 186,765 CHF | 100.00% | 100.00% |