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 | 1.01% | 1.91 CHF | 1.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,397 CHF | 148,897 CHF | 98.82% | 98.82% |
19/11/2024 | 1.03% | 1.90 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,537 CHF | 146,037 CHF | 99.94% | 99.94% |
18/11/2024 | 1.15% | 1.95 CHF | 1.97 CHF | 75,000 | 75,000 | 69,764 | 69,764 | 133,361 CHF | 134,861 CHF | 98.08% | 98.08% |
15/11/2024 | 1.06% | 1.90 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,484 CHF | 141,984 CHF | 100.00% | 100.00% |
14/11/2024 | 1.11% | 1.85 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,182 CHF | 135,682 CHF | 99.57% | 99.57% |
13/11/2024 | 1.17% | 1.72 CHF | 1.74 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 127,555 CHF | 129,051 CHF | 99.32% | 99.32% |
12/11/2024 | 1.16% | 1.64 CHF | 1.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,116 CHF | 129,616 CHF | 99.36% | 99.36% |
11/11/2024 | 1.11% | 1.81 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,714 CHF | 136,214 CHF | 95.09% | 95.09% |
08/11/2024 | 1.17% | 1.68 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,952 CHF | 128,452 CHF | 99.79% | 99.79% |
07/11/2024 | 1.13% | 1.78 CHF | 1.80 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 132,612 CHF | 134,112 CHF | 96.70% | 96.70% |