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% | 103.14 CHF | 103.97 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 233,193 CHF | 235,066 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.89 CHF | 103.71 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 231,149 CHF | 233,005 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.41 CHF | 104.24 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 232,498 CHF | 234,366 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.84 CHF | 104.67 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 234,652 CHF | 236,537 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 105.27 CHF | 106.11 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 236,320 CHF | 238,218 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 104.47 CHF | 105.31 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 234,585 CHF | 236,469 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 104.86 CHF | 105.70 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 237,981 CHF | 239,892 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 106.83 CHF | 107.69 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 240,869 CHF | 242,804 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 106.13 CHF | 106.98 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 238,711 CHF | 240,629 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 106.50 CHF | 107.35 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 239,915 CHF | 241,842 CHF | 100.00% | 100.00% |