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 | 1.32% | 1.46 CHF | 1.48 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 81,415 CHF | 82,495 CHF | 100.00% | 100.00% |
19/11/2024 | 1.37% | 1.48 CHF | 1.50 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 78,590 CHF | 79,670 CHF | 100.00% | 100.00% |
18/11/2024 | 1.36% | 1.47 CHF | 1.49 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 78,816 CHF | 79,896 CHF | 100.00% | 100.00% |
15/11/2024 | 1.31% | 1.48 CHF | 1.50 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 81,966 CHF | 83,046 CHF | 100.00% | 100.00% |
14/11/2024 | 1.29% | 1.61 CHF | 1.63 CHF | 54,000 | 54,000 | 53,976 | 53,976 | 83,387 CHF | 84,467 CHF | 100.00% | 100.00% |
13/11/2024 | 1.38% | 1.45 CHF | 1.47 CHF | 54,000 | 54,000 | 54,210 | 54,210 | 77,875 CHF | 78,960 CHF | 100.00% | 100.00% |
12/11/2024 | 1.30% | 1.48 CHF | 1.50 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 82,352 CHF | 83,432 CHF | 100.00% | 100.00% |
11/11/2024 | 1.19% | 1.65 CHF | 1.67 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 86,852 CHF | 87,892 CHF | 100.00% | 100.00% |
08/11/2024 | 1.22% | 1.60 CHF | 1.62 CHF | 54,000 | 54,000 | 52,727 | 52,727 | 86,026 CHF | 87,081 CHF | 100.00% | 100.00% |
07/11/2024 | 1.13% | 1.72 CHF | 1.74 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 91,494 CHF | 92,534 CHF | 100.00% | 100.00% |