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 | 0.72% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,420 CHF | 132,365 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,685 CHF | 120,642 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,922 CHF | 133,857 CHF | 100.00% | 100.00% |
15/11/2024 | 1.05% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 97,623 CHF | 98,544 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 1.80 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,973 CHF | 135,009 CHF | 99.22% | 99.22% |
13/11/2024 | 0.83% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 130,637 CHF | 131,714 CHF | 99.36% | 99.36% |
12/11/2024 | 0.78% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 137,670 CHF | 138,755 CHF | 100.00% | 100.00% |
11/11/2024 | 0.74% | 1.95 CHF | 1.96 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 142,640 CHF | 143,687 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 1.94 CHF | 1.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,577 CHF | 145,631 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 147,655 CHF | 148,731 CHF | 98.73% | 98.73% |