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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 94.06 CHF | 94.81 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 140,303 CHF | 141,430 CHF | 100.00% | 100.00% |
20/11/2024 | 0.80% | 93.17 CHF | 93.92 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 140,701 CHF | 141,831 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 93.54 CHF | 94.29 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 140,220 CHF | 141,346 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 94.64 CHF | 95.40 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 141,885 CHF | 143,025 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 94.81 CHF | 95.57 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 142,557 CHF | 143,702 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 95.18 CHF | 95.94 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 142,308 CHF | 143,451 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 93.59 CHF | 94.34 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 141,071 CHF | 142,204 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 94.16 CHF | 94.91 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 143,286 CHF | 144,437 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 97.22 CHF | 98.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 145,808 CHF | 146,979 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 95.61 CHF | 96.37 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 143,800 CHF | 144,955 CHF | 100.00% | 100.00% |