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 | 0.69% | 1.43 CHF | 1.44 CHF | 65,000 | 65,000 | 64,391 | 64,390 | 93,437 CHF | 94,081 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 65,000 | 65,000 | 64,391 | 64,390 | 93,576 CHF | 94,220 CHF | 100.00% | 100.00% |
18/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 65,000 | 65,000 | 64,391 | 64,390 | 95,726 CHF | 96,370 CHF | 100.00% | 100.00% |
15/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 98,182 CHF | 98,832 CHF | 78.21% | 78.21% |
14/11/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 97,397 CHF | 98,041 CHF | 100.00% | 100.00% |
13/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 65,000 | 65,000 | 64,388 | 64,388 | 96,170 CHF | 96,814 CHF | 99.67% | 99.67% |
12/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 65,000 | 65,000 | 64,395 | 64,390 | 97,837 CHF | 98,475 CHF | 100.00% | 100.00% |
11/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 100,765 CHF | 101,409 CHF | 100.00% | 100.00% |
08/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 65,000 | 65,000 | 64,392 | 64,391 | 100,488 CHF | 101,132 CHF | 100.00% | 100.00% |
07/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 103,745 CHF | 104,390 CHF | 100.00% | 100.00% |