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 | 0.81% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,214 CHF | 92,964 CHF | 100.00% | 100.00% |
19/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 83,627 CHF | 84,370 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,007 CHF | 89,757 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,659 CHF | 90,409 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,785 CHF | 87,535 CHF | 99.52% | 99.52% |
13/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 79,103 CHF | 79,533 CHF | 99.32% | 99.32% |
12/11/2024 | 0.89% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,202 CHF | 84,952 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,076 CHF | 86,826 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,941 CHF | 84,691 CHF | 100.00% | 100.00% |
07/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 84,804 CHF | 84,099 CHF | 99.12% | 99.12% |