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 | 0.28% | 126.93 CHF | 127.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 132,245 CHF | 132,620 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 126.39 CHF | 126.77 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 123,833 CHF | 124,213 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 129.61 CHF | 130.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 129,499 CHF | 129,893 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 135.88 CHF | 136.28 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 138,742 CHF | 139,145 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 141.51 CHF | 141.88 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 140,322 CHF | 140,665 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 134.51 CHF | 134.84 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 132,553 CHF | 132,886 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 131.28 CHF | 131.64 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 140,453 CHF | 140,813 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 148.73 CHF | 149.08 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 147,434 CHF | 147,782 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 138.67 CHF | 139.02 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 138,925 CHF | 139,274 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 141.97 CHF | 142.32 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 141,513 CHF | 141,864 CHF | 100.00% | 100.00% |