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 | 0.89% | 1.12 CHF | 1.13 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 98,285 CHF | 99,165 CHF | 100.00% | 100.00% |
19/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 96,291 CHF | 97,171 CHF | 100.00% | 100.00% |
18/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 97,197 CHF | 98,077 CHF | 100.00% | 100.00% |
15/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 96,706 CHF | 97,586 CHF | 100.00% | 100.00% |
14/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 95,455 CHF | 96,335 CHF | 100.00% | 100.00% |
13/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 95,037 CHF | 95,917 CHF | 100.00% | 100.00% |
12/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 97,440 CHF | 98,320 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 95,321 CHF | 96,161 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 98,457 CHF | 99,337 CHF | 99.20% | 99.20% |
07/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 88,000 | 88,000 | 85,142 | 85,142 | 95,777 CHF | 96,628 CHF | 100.00% | 100.00% |