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 | 0.84% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,673 CHF | 89,423 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,618 CHF | 87,368 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,077 CHF | 89,827 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,943 CHF | 93,693 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,972 CHF | 91,722 CHF | 99.22% | 99.22% |
13/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 86,313 CHF | 87,062 CHF | 99.36% | 99.36% |
12/11/2024 | 0.80% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,619 CHF | 94,369 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 73,096 | 73,096 | 91,024 CHF | 91,769 CHF | 100.00% | 100.00% |
08/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,879 CHF | 89,629 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 73,698 | 73,698 | 89,273 CHF | 90,025 CHF | 98.73% | 98.73% |