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% | 93.52 CHF | 94.27 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 235,084 CHF | 236,973 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 93.70 CHF | 94.45 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 234,334 CHF | 236,216 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 94.22 CHF | 94.98 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 235,120 CHF | 237,008 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 94.08 CHF | 94.84 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 236,229 CHF | 238,127 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 95.67 CHF | 96.44 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 237,914 CHF | 239,824 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 94.79 CHF | 95.55 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 236,887 CHF | 238,791 CHF | 99.96% | 99.96% |
12/11/2024 | 0.80% | 95.32 CHF | 96.08 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 240,180 CHF | 242,109 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 97.01 CHF | 97.79 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 243,049 CHF | 245,001 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 96.09 CHF | 96.86 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 240,636 CHF | 242,569 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 96.83 CHF | 97.61 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 242,411 CHF | 244,358 CHF | 100.00% | 100.00% |