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 | 0.78% | 1.23 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,363 CHF | 97,113 CHF | 14.13% | 100.00% |
19/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,878 CHF | 95,628 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,117 CHF | 98,867 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,412 CHF | 101,162 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,958 CHF | 101,708 CHF | 99.22% | 99.22% |
13/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 74,329 | 74,155 | 98,172 CHF | 98,692 CHF | 98.74% | 98.74% |
12/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,131 CHF | 101,881 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,762 CHF | 106,512 CHF | 100.00% | 100.00% |
08/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,482 CHF | 106,232 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 73,178 | 72,397 | 107,757 CHF | 107,328 CHF | 98.73% | 98.73% |