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 | 0.67% | 118.32 CHF | 119.12 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 297,863 CHF | 299,863 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 118.51 CHF | 119.31 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 296,223 CHF | 298,223 CHF | 89.36% | 89.36% |
18/11/2024 | 0.67% | 120.37 CHF | 121.17 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 299,722 CHF | 301,722 CHF | 99.68% | 99.68% |
15/11/2024 | 0.66% | 119.68 CHF | 120.48 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 301,086 CHF | 303,086 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 120.37 CHF | 121.17 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 298,231 CHF | 300,231 CHF | 100.00% | 100.00% |
13/11/2024 | 0.68% | 117.96 CHF | 118.76 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 293,552 CHF | 295,552 CHF | 100.00% | 100.00% |
12/11/2024 | 0.68% | 116.15 CHF | 116.95 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 295,224 CHF | 297,224 CHF | 98.75% | 98.75% |
11/11/2024 | 0.66% | 120.66 CHF | 121.46 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,138 CHF | 304,138 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 119.75 CHF | 120.55 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 303,112 CHF | 305,112 CHF | 99.84% | 99.84% |
07/11/2024 | 0.63% | 126.03 CHF | 126.83 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 314,921 CHF | 316,921 CHF | 100.00% | 100.00% |