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% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,475 CHF | 78,225 CHF | 100.00% | 100.00% |
19/11/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,302 CHF | 81,052 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,851 CHF | 80,601 CHF | 100.00% | 100.00% |
15/11/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,104 CHF | 80,854 CHF | 100.00% | 100.00% |
14/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,048 CHF | 82,798 CHF | 99.52% | 99.52% |
13/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 74,437 | 74,138 | 83,264 CHF | 83,673 CHF | 98.35% | 98.35% |
12/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,658 CHF | 79,408 CHF | 99.90% | 99.90% |
11/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,868 CHF | 74,618 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,723 CHF | 75,473 CHF | 100.00% | 100.00% |
07/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 73,738 | 72,408 | 70,977 CHF | 70,375 CHF | 99.13% | 99.13% |