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% | 102.48 CHF | 103.29 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 103,142 CHF | 103,960 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 102.95 CHF | 103.76 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 103,014 CHF | 103,831 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 104.01 CHF | 104.83 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 103,923 CHF | 104,747 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 104.18 CHF | 105.01 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 104,616 CHF | 105,445 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 105.52 CHF | 106.36 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 105,561 CHF | 106,398 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 105.22 CHF | 106.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 105,144 CHF | 105,978 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 106.34 CHF | 107.18 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 107,595 CHF | 108,448 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 108.74 CHF | 109.61 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 108,758 CHF | 109,890 CHF | 96.51% | 96.51% |
08/11/2024 | 0.79% | 107.92 CHF | 108.77 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 107,567 CHF | 108,420 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 107.45 CHF | 108.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 107,483 CHF | 108,336 CHF | 100.00% | 100.00% |