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% | 103.75 CHF | 104.58 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 207,968 CHF | 209,638 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 103.60 CHF | 104.43 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 206,942 CHF | 208,604 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 103.83 CHF | 104.66 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 207,239 CHF | 208,904 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.53 CHF | 104.36 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 207,727 CHF | 209,395 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 104.43 CHF | 105.27 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 208,642 CHF | 210,318 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 104.26 CHF | 105.09 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 208,415 CHF | 210,089 CHF | 99.99% | 99.99% |
12/11/2024 | 0.80% | 104.23 CHF | 105.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 208,970 CHF | 210,649 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.81 CHF | 105.65 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 209,856 CHF | 211,542 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 104.49 CHF | 105.33 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 208,856 CHF | 210,533 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 104.56 CHF | 105.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 208,770 CHF | 210,447 CHF | 100.00% | 100.00% |