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 | 0.50% | 108.57 CHF | 109.11 CHF | 4,605 | 4,582 | 4,605 | 4,582 | 499,965 CHF | 499,942 CHF | 100.00% | 100.00% |
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
19/11/2024 | 0.50% | 108.74 CHF | 109.28 CHF | 4,598 | 4,575 | 4,598 | 4,575 | 499,987 CHF | 499,956 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 108.78 CHF | 109.32 CHF | 4,596 | 4,573 | 4,596 | 4,573 | 499,953 CHF | 499,920 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 109.33 CHF | 109.87 CHF | 4,573 | 4,550 | 4,573 | 4,550 | 499,966 CHF | 499,908 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 109.19 CHF | 109.73 CHF | 4,579 | 4,556 | 4,579 | 4,556 | 499,981 CHF | 499,930 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 109.41 CHF | 109.95 CHF | 4,569 | 4,547 | 4,569 | 4,546 | 499,894 CHF | 499,799 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 110.11 CHF | 110.67 CHF | 4,540 | 4,517 | 4,540 | 4,517 | 499,899 CHF | 499,896 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 109.95 CHF | 110.51 CHF | 4,547 | 4,524 | 4,547 | 4,524 | 499,943 CHF | 499,947 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 110.07 CHF | 110.63 CHF | 4,542 | 4,519 | 4,542 | 4,519 | 499,938 CHF | 499,937 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 109.75 CHF | 110.31 CHF | 4,555 | 4,532 | 4,555 | 4,529 | 499,911 CHF | 499,552 CHF | 100.00% | 100.00% |