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% | 104.23 CHF | 105.05 CHF | 800 | 800 | 800 | 800 | 83,205 CHF | 83,865 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 103.65 CHF | 104.48 CHF | 800 | 800 | 800 | 800 | 82,737 CHF | 83,393 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.51 CHF | 102.31 CHF | 800 | 800 | 800 | 800 | 81,087 CHF | 81,730 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.70 CHF | 102.51 CHF | 800 | 800 | 800 | 800 | 81,487 CHF | 82,133 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 106.01 CHF | 106.85 CHF | 800 | 800 | 800 | 800 | 85,105 CHF | 85,780 CHF | 100.00% | 100.00% |
13/11/2024 | 0.79% | 108.18 CHF | 109.04 CHF | 800 | 800 | 790 | 800 | 84,820 CHF | 86,623 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 106.66 CHF | 107.50 CHF | 800 | 800 | 800 | 800 | 85,785 CHF | 86,465 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 105.41 CHF | 106.25 CHF | 800 | 800 | 800 | 800 | 83,519 CHF | 84,383 CHF | 96.53% | 96.53% |
08/11/2024 | 0.79% | 101.25 CHF | 102.06 CHF | 800 | 800 | 800 | 800 | 81,300 CHF | 81,895 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 102.15 CHF | 102.96 CHF | 800 | 800 | 800 | 800 | 81,390 CHF | 82,036 CHF | 100.00% | 100.00% |