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 | 0.96% | 1.02 CHF | 1.03 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 93,668 CHF | 94,568 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 1.06 CHF | 1.07 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 90,096 CHF | 90,996 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 96,066 CHF | 96,966 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 95,452 CHF | 96,352 CHF | 100.00% | 100.00% |
14/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 90,000 | 90,000 | 90,924 | 90,924 | 85,936 CHF | 86,845 CHF | 99.33% | 99.33% |
13/11/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 78,772 CHF | 79,722 CHF | 100.00% | 100.00% |
12/11/2024 | 1.08% | 0.81 CHF | 0.82 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 83,714 CHF | 84,623 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 93,395 CHF | 94,295 CHF | 99.93% | 99.93% |
08/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 94,098 CHF | 94,998 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 85,000 | 85,000 | 85,779 | 85,779 | 98,347 CHF | 99,205 CHF | 100.00% | 100.00% |