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% | 118.80 CHF | 119.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 598,523 CHF | 601,523 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 118.90 CHF | 119.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 595,178 CHF | 598,178 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 121.20 CHF | 121.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 603,358 CHF | 606,358 CHF | 99.38% | 99.38% |
15/11/2024 | 0.49% | 120.40 CHF | 121.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 605,522 CHF | 608,522 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 121.00 CHF | 121.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 598,632 CHF | 601,632 CHF | 99.37% | 99.37% |
13/11/2024 | 0.51% | 118.20 CHF | 118.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 587,924 CHF | 590,924 CHF | 99.38% | 99.38% |
12/11/2024 | 0.51% | 116.30 CHF | 116.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 591,287 CHF | 594,287 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 121.00 CHF | 121.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 606,226 CHF | 609,226 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 120.20 CHF | 120.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 608,791 CHF | 611,791 CHF | 99.34% | 99.34% |
07/11/2024 | 0.47% | 127.70 CHF | 128.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 638,835 CHF | 641,835 CHF | 98.77% | 98.77% |