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 | 0.79% | 109.31 CHF | 110.18 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 657,796 CHF | 663,013 CHF | 88.64% | 88.64% |
19/11/2024 | 0.79% | 108.89 CHF | 109.75 CHF | 6,000 | 5,250 | 6,000 | 5,752 | 652,758 CHF | 630,776 CHF | 99.33% | 99.33% |
18/11/2024 | 0.79% | 109.23 CHF | 110.09 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 656,426 CHF | 661,632 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 110.15 CHF | 111.03 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 664,429 CHF | 669,698 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 112.01 CHF | 112.90 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 672,117 CHF | 677,448 CHF | 99.60% | 99.60% |
13/11/2024 | 0.79% | 111.77 CHF | 112.65 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 667,692 CHF | 672,987 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 111.94 CHF | 112.83 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 677,653 CHF | 683,027 CHF | 97.35% | 97.35% |
11/11/2024 | 1.04% | 113.81 CHF | 114.71 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 683,019 CHF | 690,129 CHF | 96.51% | 96.51% |
08/11/2024 | 0.79% | 112.93 CHF | 113.82 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 676,748 CHF | 682,116 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 113.04 CHF | 113.94 CHF | 6,000 | 6,000 | 5,896 | 6,000 | 666,327 CHF | 683,342 CHF | 97.97% | 97.97% |