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 | 1.25% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 95,592 CHF | 96,792 CHF | 99.48% | 99.48% |
19/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 91,608 CHF | 92,808 CHF | 100.00% | 100.00% |
18/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 94,430 CHF | 95,630 CHF | 99.89% | 99.89% |
15/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 93,474 CHF | 94,674 CHF | 100.00% | 100.00% |
14/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 91,606 CHF | 92,806 CHF | 98.65% | 98.65% |
13/11/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 92,429 CHF | 93,629 CHF | 100.00% | 100.00% |
12/11/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 97,360 CHF | 98,560 CHF | 99.88% | 99.88% |
11/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 99,605 CHF | 100,805 CHF | 100.00% | 100.00% |
08/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 99,238 CHF | 100,438 CHF | 99.04% | 99.04% |
07/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 102,312 CHF | 103,512 CHF | 100.00% | 100.00% |