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% | 108.16 CHF | 109.03 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 216,867 CHF | 218,609 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 108.16 CHF | 109.03 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 216,474 CHF | 218,213 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 108.84 CHF | 109.71 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 217,245 CHF | 218,990 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 109.13 CHF | 110.01 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 218,663 CHF | 220,419 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 109.90 CHF | 110.78 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 220,135 CHF | 221,903 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 110.08 CHF | 110.97 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 220,396 CHF | 222,166 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 111.22 CHF | 112.11 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,819 CHF | 224,609 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 111.65 CHF | 112.54 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 223,406 CHF | 225,200 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 111.13 CHF | 112.02 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 221,873 CHF | 223,655 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 110.95 CHF | 111.84 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,771 CHF | 224,560 CHF | 100.00% | 100.00% |