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 | 0.79% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,823 CHF | 116,744 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,073 CHF | 105,059 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,295 CHF | 118,240 CHF | 100.00% | 100.00% |
15/11/2024 | 1.22% | 1.61 CHF | 1.63 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 86,291 CHF | 87,231 CHF | 100.00% | 100.00% |
14/11/2024 | 0.92% | 1.59 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,365 CHF | 119,453 CHF | 99.22% | 99.22% |
13/11/2024 | 0.90% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 115,178 CHF | 116,208 CHF | 99.36% | 99.36% |
12/11/2024 | 0.87% | 1.58 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,085 CHF | 123,157 CHF | 100.00% | 100.00% |
11/11/2024 | 0.82% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 127,440 CHF | 128,472 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 1.73 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,973 CHF | 130,032 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 132,307 CHF | 133,416 CHF | 98.73% | 98.73% |