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% | 106.02 CHF | 106.87 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 266,184 CHF | 268,322 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 106.03 CHF | 106.89 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 264,268 CHF | 266,391 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 106.56 CHF | 107.41 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 266,292 CHF | 268,431 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 106.48 CHF | 107.33 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 267,053 CHF | 269,198 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 107.73 CHF | 108.60 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 267,799 CHF | 269,950 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 106.58 CHF | 107.43 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 266,134 CHF | 268,272 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 106.39 CHF | 107.24 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 268,786 CHF | 270,945 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 108.78 CHF | 109.65 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 272,167 CHF | 274,353 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 107.87 CHF | 108.74 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 269,990 CHF | 272,158 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 108.57 CHF | 109.44 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 271,379 CHF | 273,559 CHF | 100.00% | 100.00% |