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 | 0.93% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,656 CHF | 109,670 CHF | 100.00% | 100.00% |
19/11/2024 | 0.97% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,988 CHF | 97,935 CHF | 100.00% | 100.00% |
18/11/2024 | 0.95% | 1.41 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,176 CHF | 111,226 CHF | 100.00% | 100.00% |
15/11/2024 | 1.26% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 81,173 CHF | 82,117 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,337 CHF | 112,330 CHF | 99.22% | 99.22% |
13/11/2024 | 0.90% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 108,153 CHF | 109,124 CHF | 99.36% | 99.36% |
12/11/2024 | 0.90% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,050 CHF | 116,085 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 1.65 CHF | 1.66 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 120,562 CHF | 121,611 CHF | 100.00% | 100.00% |
08/11/2024 | 0.85% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,937 CHF | 122,973 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 1.69 CHF | 1.71 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 125,396 CHF | 126,448 CHF | 98.73% | 98.73% |