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 | 0.41% | 120.88 CHF | 121.38 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,896 CHF | 304,146 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 120.89 CHF | 121.39 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,151 CHF | 303,401 CHF | 89.36% | 89.36% |
18/11/2024 | 0.41% | 121.22 CHF | 121.72 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,055 CHF | 304,305 CHF | 99.66% | 99.66% |
15/11/2024 | 0.41% | 121.33 CHF | 121.83 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,468 CHF | 304,718 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 121.37 CHF | 121.87 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,249 CHF | 304,499 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 121.13 CHF | 121.63 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,888 CHF | 304,138 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 121.17 CHF | 121.67 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,573 CHF | 304,823 CHF | 98.75% | 98.75% |
11/11/2024 | 0.41% | 121.64 CHF | 122.14 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 304,146 CHF | 305,396 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 121.44 CHF | 121.94 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,636 CHF | 304,886 CHF | 99.84% | 99.84% |
07/11/2024 | 0.41% | 121.52 CHF | 122.02 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,652 CHF | 304,902 CHF | 100.00% | 100.00% |