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 | 0.81% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,725 CHF | 92,475 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,552 CHF | 95,302 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,101 CHF | 94,851 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,562 CHF | 95,312 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,567 CHF | 97,317 CHF | 99.52% | 99.52% |
13/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 74,318 | 74,138 | 97,253 CHF | 97,759 CHF | 98.35% | 98.35% |
12/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,908 CHF | 93,658 CHF | 99.90% | 99.90% |
11/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,118 CHF | 88,868 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,011 CHF | 89,761 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 73,704 | 72,408 | 85,129 CHF | 84,312 CHF | 99.13% | 99.13% |