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 | 1.01% | 118.50 CHF | 119.70 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 118,018 CHF | 119,213 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 115.70 CHF | 116.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 115,801 CHF | 116,966 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 116.00 CHF | 117.20 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 115,268 CHF | 116,433 CHF | 69.93% | 69.93% |
15/11/2024 | 1.00% | 115.40 CHF | 116.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 117,061 CHF | 118,243 CHF | 92.54% | 92.54% |
14/11/2024 | 1.01% | 118.00 CHF | 119.20 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 118,477 CHF | 119,676 CHF | 63.64% | 63.64% |
13/11/2024 | 1.00% | 122.50 CHF | 123.80 CHF | 1,000 | 1,000 | 992 | 992 | 121,251 CHF | 122,468 CHF | 75.75% | 75.75% |
12/11/2024 | 1.01% | 123.00 CHF | 124.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 124,790 CHF | 126,052 CHF | 53.47% | 53.47% |
11/11/2024 | 1.00% | 126.10 CHF | 127.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 124,651 CHF | 125,901 CHF | 82.23% | 82.23% |
08/11/2024 | 1.00% | 123.50 CHF | 124.70 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 123,008 CHF | 124,247 CHF | 88.36% | 88.36% |
07/11/2024 | 1.01% | 121.70 CHF | 122.90 CHF | 1,000 | 1,000 | 900 | 900 | 109,048 CHF | 110,150 CHF | 100.00% | 100.00% |