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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 106,575 CHF | 107,475 CHF | 100.00% | 100.00% |
20/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 107,482 CHF | 108,382 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 103,766 CHF | 104,666 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 109,773 CHF | 110,673 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 109,293 CHF | 110,193 CHF | 100.00% | 100.00% |
14/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 90,000 | 90,000 | 90,923 | 90,923 | 99,850 CHF | 100,759 CHF | 99.39% | 99.39% |
13/11/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 93,457 CHF | 94,407 CHF | 100.00% | 100.00% |
12/11/2024 | 0.93% | 0.97 CHF | 0.98 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 97,627 CHF | 98,536 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 107,108 CHF | 108,008 CHF | 99.93% | 99.93% |
08/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 107,858 CHF | 108,758 CHF | 100.00% | 100.00% |