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 | 0.83% | 1.20 CHF | 1.21 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 105,063 CHF | 105,943 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 103,258 CHF | 104,138 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 103,754 CHF | 104,634 CHF | 100.00% | 100.00% |
15/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 103,600 CHF | 104,480 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 102,241 CHF | 103,121 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 101,975 CHF | 102,855 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 104,382 CHF | 105,262 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 101,877 CHF | 102,717 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 105,399 CHF | 106,279 CHF | 99.19% | 99.19% |
07/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 88,000 | 88,000 | 85,140 | 85,140 | 102,473 CHF | 103,325 CHF | 100.00% | 100.00% |