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 | 1.05% | 1,036.00 CHF | 1,047.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,430,990 CHF | 3,467,290 CHF | 100.00% | 100.00% |
19/11/2024 | 1.06% | 1,036.00 CHF | 1,047.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,420,520 CHF | 3,456,820 CHF | 99.86% | 99.86% |
18/11/2024 | 1.05% | 1,041.00 CHF | 1,052.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,435,300 CHF | 3,471,600 CHF | 99.93% | 99.93% |
15/11/2024 | 1.05% | 1,041.00 CHF | 1,052.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,445,530 CHF | 3,481,830 CHF | 99.38% | 99.38% |
14/11/2024 | 1.04% | 1,051.00 CHF | 1,062.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,460,990 CHF | 3,497,290 CHF | 99.10% | 99.10% |
13/11/2024 | 1.05% | 1,046.00 CHF | 1,057.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,451,610 CHF | 3,487,910 CHF | 99.89% | 99.89% |
12/11/2024 | 1.04% | 1,046.00 CHF | 1,057.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,477,900 CHF | 3,514,200 CHF | 100.00% | 100.00% |
11/11/2024 | 1.03% | 1,061.00 CHF | 1,072.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,501,300 CHF | 3,537,600 CHF | 100.00% | 100.00% |
08/11/2024 | 1.04% | 1,056.00 CHF | 1,067.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,487,380 CHF | 3,523,680 CHF | 100.00% | 100.00% |
07/11/2024 | 1.03% | 1,061.00 CHF | 1,072.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,509,190 CHF | 3,545,490 CHF | 100.00% | 100.00% |