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 | 3.07% | 1.57 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,206 CHF | 122,923 CHF | 100.00% | 100.00% |
19/11/2024 | 1.88% | 1.59 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,148 CHF | 120,384 CHF | 100.00% | 100.00% |
18/11/2024 | 2.14% | 1.60 CHF | 1.63 CHF | 75,000 | 75,000 | 67,242 | 63,918 | 106,913 CHF | 103,688 CHF | 99.51% | 99.51% |
15/11/2024 | 1.82% | 1.63 CHF | 1.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,383 CHF | 125,644 CHF | 100.00% | 100.00% |
14/11/2024 | 1.77% | 1.72 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,058 CHF | 128,308 CHF | 99.44% | 99.44% |
13/11/2024 | 1.82% | 1.66 CHF | 1.69 CHF | 75,000 | 75,000 | 74,482 | 74,373 | 122,908 CHF | 124,968 CHF | 98.88% | 98.88% |
12/11/2024 | 1.76% | 1.68 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,053 CHF | 130,323 CHF | 100.00% | 100.00% |
11/11/2024 | 1.71% | 1.75 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,814 CHF | 134,083 CHF | 100.00% | 100.00% |
08/11/2024 | 1.71% | 1.73 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,748 CHF | 133,009 CHF | 100.00% | 100.00% |
07/11/2024 | 1.76% | 1.73 CHF | 1.76 CHF | 75,000 | 75,000 | 72,662 | 72,402 | 128,313 CHF | 130,076 CHF | 99.06% | 99.06% |