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 | 1.07% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,976 CHF | 122,283 CHF | 98.82% | 98.82% |
19/11/2024 | 0.80% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,238 CHF | 119,195 CHF | 99.94% | 99.94% |
18/11/2024 | 0.84% | 1.60 CHF | 1.62 CHF | 75,000 | 75,000 | 69,764 | 69,764 | 108,888 CHF | 109,764 CHF | 98.08% | 98.08% |
15/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,289 CHF | 115,039 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,512 CHF | 109,262 CHF | 99.57% | 99.57% |
13/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 102,508 CHF | 103,261 CHF | 99.32% | 99.32% |
12/11/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,881 CHF | 103,631 CHF | 99.36% | 99.36% |
11/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,092 CHF | 109,842 CHF | 95.09% | 95.09% |
08/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,902 CHF | 102,652 CHF | 99.79% | 99.79% |
07/11/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 107,455 CHF | 108,218 CHF | 96.70% | 96.70% |