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% | 107.38 CHF | 108.24 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 269,648 CHF | 271,814 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 106.98 CHF | 107.84 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 266,601 CHF | 268,743 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 107.46 CHF | 108.32 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 268,716 CHF | 270,874 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 107.90 CHF | 108.77 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 271,721 CHF | 273,903 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 109.54 CHF | 110.42 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 273,105 CHF | 275,299 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 108.62 CHF | 109.49 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 271,099 CHF | 273,277 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 108.99 CHF | 109.86 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 275,218 CHF | 277,428 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 111.14 CHF | 112.04 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 277,764 CHF | 279,995 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 110.12 CHF | 111.00 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 274,618 CHF | 276,824 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 109.87 CHF | 110.75 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 274,808 CHF | 277,015 CHF | 100.00% | 100.00% |