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 | 0.46% | 108.94 CHF | 109.44 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 273,320 CHF | 109,828 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 108.53 CHF | 109.03 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 270,403 CHF | 108,661 CHF | 89.36% | 89.36% |
18/11/2024 | 0.46% | 108.99 CHF | 109.49 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 272,480 CHF | 109,492 CHF | 99.66% | 99.66% |
15/11/2024 | 0.45% | 109.24 CHF | 109.74 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 274,621 CHF | 110,348 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 110.44 CHF | 110.94 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 275,601 CHF | 110,741 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 109.76 CHF | 110.26 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 273,992 CHF | 110,097 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 110.01 CHF | 110.51 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 276,806 CHF | 111,222 CHF | 98.74% | 98.74% |
11/11/2024 | 0.45% | 111.37 CHF | 111.87 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 278,384 CHF | 111,854 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 110.72 CHF | 111.22 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 276,381 CHF | 111,052 CHF | 99.84% | 99.84% |
07/11/2024 | 0.45% | 110.50 CHF | 111.00 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 276,381 CHF | 111,053 CHF | 100.00% | 100.00% |