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% | 86.82 CHF | 87.51 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 219,222 CHF | 220,983 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 87.45 CHF | 88.15 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 218,632 CHF | 220,388 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 87.46 CHF | 88.17 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 218,513 CHF | 220,268 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 87.62 CHF | 88.32 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 220,419 CHF | 222,190 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 88.68 CHF | 89.39 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 221,383 CHF | 223,161 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 88.27 CHF | 88.98 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 220,862 CHF | 222,636 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 88.95 CHF | 89.67 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 224,520 CHF | 226,323 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 90.16 CHF | 90.88 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 225,632 CHF | 227,444 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 89.17 CHF | 89.88 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 223,186 CHF | 224,979 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 89.46 CHF | 90.18 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 222,920 CHF | 224,710 CHF | 100.00% | 100.00% |