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 | 0.73% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,607 CHF | 103,357 CHF | 100.00% | 100.00% |
19/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,705 CHF | 101,455 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,061 CHF | 103,811 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,895 CHF | 107,645 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,927 CHF | 105,677 CHF | 99.22% | 99.22% |
13/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 100,226 CHF | 100,973 CHF | 99.36% | 99.36% |
12/11/2024 | 0.69% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,657 CHF | 108,407 CHF | 100.00% | 100.00% |
11/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 73,096 | 73,096 | 104,740 CHF | 105,486 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,861 CHF | 103,611 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 73,698 | 73,698 | 103,020 CHF | 103,768 CHF | 98.73% | 98.73% |