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 | 0.74% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,899 CHF | 101,649 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,927 CHF | 99,677 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,273 CHF | 102,023 CHF | 100.00% | 100.00% |
15/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,092 CHF | 105,842 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,156 CHF | 103,906 CHF | 99.22% | 99.22% |
13/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 98,419 CHF | 99,166 CHF | 99.36% | 99.36% |
12/11/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,864 CHF | 106,614 CHF | 100.00% | 100.00% |
11/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 73,096 | 73,096 | 102,945 CHF | 103,690 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,158 CHF | 101,908 CHF | 100.00% | 100.00% |
07/11/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 73,698 | 73,698 | 101,336 CHF | 102,092 CHF | 98.73% | 98.73% |