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 | 2.25% | 1.30 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,514 CHF | 100,755 CHF | 100.00% | 100.00% |
19/11/2024 | 2.28% | 1.31 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,949 CHF | 99,184 CHF | 100.00% | 100.00% |
18/11/2024 | 2.60% | 1.32 CHF | 1.35 CHF | 75,000 | 75,000 | 67,242 | 63,918 | 87,941 CHF | 85,652 CHF | 99.51% | 99.51% |
15/11/2024 | 2.20% | 1.34 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,628 CHF | 103,891 CHF | 100.00% | 100.00% |
14/11/2024 | 2.14% | 1.42 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,048 CHF | 106,298 CHF | 99.44% | 99.44% |
13/11/2024 | 2.20% | 1.37 CHF | 1.40 CHF | 75,000 | 75,000 | 74,482 | 74,373 | 101,246 CHF | 103,338 CHF | 98.88% | 98.88% |
12/11/2024 | 2.12% | 1.40 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,161 CHF | 108,435 CHF | 100.00% | 100.00% |
11/11/2024 | 2.05% | 1.45 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,624 CHF | 111,890 CHF | 100.00% | 100.00% |
08/11/2024 | 2.06% | 1.44 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,690 CHF | 110,956 CHF | 100.00% | 100.00% |
07/11/2024 | 2.11% | 1.43 CHF | 1.46 CHF | 75,000 | 75,000 | 73,182 | 72,402 | 107,623 CHF | 108,691 CHF | 99.06% | 99.06% |