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 | 0.64% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,959 CHF | 116,709 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,927 CHF | 114,677 CHF | 100.00% | 100.00% |
18/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,390 CHF | 117,140 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,141 CHF | 120,891 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,156 CHF | 118,906 CHF | 99.22% | 99.22% |
13/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 113,440 CHF | 114,189 CHF | 99.36% | 99.36% |
12/11/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,864 CHF | 121,614 CHF | 100.00% | 100.00% |
11/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 73,096 | 73,096 | 117,640 CHF | 118,386 CHF | 100.00% | 100.00% |
08/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,158 CHF | 116,908 CHF | 100.00% | 100.00% |
07/11/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 73,697 | 73,697 | 116,082 CHF | 116,831 CHF | 98.73% | 98.73% |