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% | 128.56 CHF | 129.58 CHF | 600 | 600 | 600 | 600 | 77,220 CHF | 77,833 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 127.62 CHF | 128.63 CHF | 600 | 600 | 600 | 600 | 76,556 CHF | 77,163 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 127.74 CHF | 128.76 CHF | 600 | 600 | 600 | 600 | 76,432 CHF | 77,038 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 127.97 CHF | 128.99 CHF | 600 | 600 | 600 | 600 | 76,801 CHF | 77,410 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 129.45 CHF | 130.47 CHF | 600 | 600 | 600 | 600 | 78,452 CHF | 79,074 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 130.88 CHF | 131.92 CHF | 600 | 600 | 600 | 600 | 78,304 CHF | 78,925 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 130.07 CHF | 131.10 CHF | 600 | 600 | 600 | 600 | 78,128 CHF | 78,748 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 130.90 CHF | 131.94 CHF | 600 | 600 | 600 | 600 | 78,034 CHF | 78,844 CHF | 96.52% | 96.52% |
08/11/2024 | 0.79% | 129.67 CHF | 130.70 CHF | 600 | 600 | 600 | 600 | 76,993 CHF | 77,603 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 128.35 CHF | 129.37 CHF | 600 | 600 | 600 | 600 | 77,277 CHF | 77,890 CHF | 100.00% | 100.00% |