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 | 3.86% | 1.24 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,335 CHF | 98,052 CHF | 100.00% | 100.00% |
19/11/2024 | 2.37% | 1.26 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,328 CHF | 95,567 CHF | 100.00% | 100.00% |
18/11/2024 | 2.70% | 1.27 CHF | 1.30 CHF | 75,000 | 75,000 | 68,191 | 63,918 | 85,850 CHF | 82,548 CHF | 99.51% | 99.51% |
15/11/2024 | 2.27% | 1.30 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,564 CHF | 100,824 CHF | 100.00% | 100.00% |
14/11/2024 | 2.20% | 1.39 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,167 CHF | 103,417 CHF | 99.44% | 99.44% |
13/11/2024 | 2.27% | 1.33 CHF | 1.36 CHF | 75,000 | 75,000 | 74,482 | 74,373 | 98,232 CHF | 100,329 CHF | 98.87% | 98.87% |
12/11/2024 | 2.17% | 1.35 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,194 CHF | 105,462 CHF | 100.00% | 100.00% |
11/11/2024 | 2.10% | 1.42 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,975 CHF | 109,249 CHF | 100.00% | 100.00% |
08/11/2024 | 2.12% | 1.40 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,945 CHF | 108,210 CHF | 100.00% | 100.00% |
07/11/2024 | 2.17% | 1.40 CHF | 1.43 CHF | 75,000 | 75,000 | 73,182 | 72,402 | 105,023 CHF | 106,131 CHF | 99.06% | 99.06% |