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 | 1.01% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,793 CHF | 74,543 CHF | 100.00% | 100.00% |
19/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 65,656 CHF | 66,406 CHF | 100.00% | 100.00% |
18/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,472 CHF | 71,222 CHF | 100.00% | 100.00% |
15/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,206 CHF | 71,956 CHF | 100.00% | 100.00% |
14/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,246 CHF | 68,996 CHF | 99.52% | 99.52% |
13/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 74,889 | 74,146 | 61,026 CHF | 61,158 CHF | 99.32% | 99.32% |
12/11/2024 | 1.13% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,771 CHF | 66,521 CHF | 100.00% | 100.00% |
11/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,678 CHF | 68,428 CHF | 100.00% | 100.00% |
08/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,531 CHF | 66,281 CHF | 100.00% | 100.00% |
07/11/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 67,197 CHF | 66,366 CHF | 99.12% | 99.12% |