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 | 0.85% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,091 CHF | 88,841 CHF | 100.00% | 100.00% |
19/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 79,614 CHF | 80,362 CHF | 100.00% | 100.00% |
18/11/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,883 CHF | 85,633 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,615 CHF | 86,365 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,639 CHF | 83,389 CHF | 99.52% | 99.52% |
13/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 75,026 CHF | 75,468 CHF | 99.32% | 99.32% |
12/11/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,038 CHF | 80,788 CHF | 100.00% | 100.00% |
11/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,960 CHF | 82,710 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,892 CHF | 80,642 CHF | 100.00% | 100.00% |
07/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 80,757 CHF | 80,123 CHF | 99.12% | 99.12% |