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 | 1.26% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 94,734 CHF | 95,934 CHF | 99.43% | 99.43% |
19/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 98,616 CHF | 99,816 CHF | 100.00% | 100.00% |
18/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 96,615 CHF | 97,815 CHF | 99.88% | 99.88% |
15/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 97,973 CHF | 99,173 CHF | 100.00% | 100.00% |
14/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 99,534 CHF | 100,734 CHF | 98.59% | 98.59% |
13/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 98,937 CHF | 100,137 CHF | 100.00% | 100.00% |
12/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 93,931 CHF | 95,131 CHF | 99.90% | 99.90% |
11/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 92,347 CHF | 93,547 CHF | 100.00% | 100.00% |
08/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 93,076 CHF | 94,276 CHF | 99.05% | 99.05% |
07/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 90,893 CHF | 92,093 CHF | 100.00% | 100.00% |