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 | 0.75% | 86.40 CHF | 87.05 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 173,020 CHF | 174,324 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 86.55 CHF | 87.20 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 172,758 CHF | 174,062 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 86.60 CHF | 87.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 172,969 CHF | 174,273 CHF | 99.53% | 99.53% |
15/11/2024 | 0.75% | 86.90 CHF | 87.55 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 174,138 CHF | 175,448 CHF | 98.59% | 98.59% |
14/11/2024 | 0.75% | 88.00 CHF | 88.65 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 175,100 CHF | 176,420 CHF | 98.05% | 98.05% |
13/11/2024 | 0.75% | 87.30 CHF | 87.95 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 174,522 CHF | 175,837 CHF | 97.52% | 97.52% |
12/11/2024 | 0.75% | 87.65 CHF | 88.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 175,657 CHF | 176,984 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 88.15 CHF | 88.85 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 176,475 CHF | 177,803 CHF | 99.33% | 99.33% |
08/11/2024 | 0.75% | 88.00 CHF | 88.65 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 176,155 CHF | 177,478 CHF | 54.42% | 54.42% |
07/11/2024 | 0.75% | 88.05 CHF | 88.70 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 176,859 CHF | 178,192 CHF | 92.07% | 92.07% |