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% | 103.78 CHF | 104.60 CHF | 600 | 600 | 600 | 600 | 62,526 CHF | 63,022 CHF | 98.05% | 98.05% |
19/11/2024 | 0.79% | 103.19 CHF | 104.01 CHF | 600 | 600 | 600 | 600 | 61,933 CHF | 62,424 CHF | 97.92% | 97.92% |
18/11/2024 | 0.79% | 103.50 CHF | 104.32 CHF | 600 | 600 | 600 | 600 | 60,824 CHF | 61,307 CHF | 99.91% | 99.91% |
15/11/2024 | 0.79% | 100.41 CHF | 101.20 CHF | 600 | 600 | 600 | 600 | 59,797 CHF | 60,271 CHF | 99.01% | 99.01% |
14/11/2024 | 0.79% | 100.81 CHF | 101.61 CHF | 600 | 600 | 600 | 600 | 60,118 CHF | 60,594 CHF | 99.62% | 99.62% |
13/11/2024 | 0.79% | 100.25 CHF | 101.04 CHF | 600 | 600 | 600 | 600 | 59,790 CHF | 60,264 CHF | 98.68% | 98.68% |
12/11/2024 | 0.79% | 97.42 CHF | 98.20 CHF | 600 | 600 | 600 | 600 | 58,882 CHF | 59,349 CHF | 98.44% | 98.44% |
11/11/2024 | 1.03% | 99.84 CHF | 100.63 CHF | 600 | 600 | 600 | 600 | 60,342 CHF | 60,969 CHF | 96.47% | 96.47% |
08/11/2024 | 0.79% | 100.62 CHF | 101.42 CHF | 600 | 600 | 600 | 600 | 59,901 CHF | 60,376 CHF | 99.77% | 99.77% |