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 | 0.99% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,083 CHF | 100,073 CHF | 100.00% | 100.00% |
19/11/2024 | 1.08% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,374 CHF | 88,323 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,525 CHF | 101,545 CHF | 100.00% | 100.00% |
15/11/2024 | 1.43% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 74,171 CHF | 75,140 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,688 CHF | 102,719 CHF | 99.22% | 99.22% |
13/11/2024 | 1.11% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 98,524 CHF | 99,623 CHF | 99.36% | 99.36% |
12/11/2024 | 0.99% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,378 CHF | 106,432 CHF | 100.00% | 100.00% |
11/11/2024 | 0.97% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 111,150 CHF | 112,210 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,278 CHF | 113,323 CHF | 100.00% | 100.00% |
07/11/2024 | 0.92% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 115,917 CHF | 116,967 CHF | 98.73% | 98.73% |