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 | 0.78% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,408 CHF | 97,158 CHF | 98.82% | 98.82% |
19/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,967 CHF | 94,717 CHF | 99.94% | 99.94% |
18/11/2024 | 0.97% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 69,764 | 69,764 | 86,346 CHF | 87,148 CHF | 98.08% | 98.08% |
15/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,261 CHF | 91,011 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,032 CHF | 85,782 CHF | 99.57% | 99.57% |
13/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 79,778 CHF | 80,532 CHF | 99.32% | 99.32% |
12/11/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,079 CHF | 80,829 CHF | 99.36% | 99.36% |
11/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,663 CHF | 86,413 CHF | 95.09% | 95.09% |
08/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,257 CHF | 80,007 CHF | 99.79% | 99.79% |
07/11/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 84,468 CHF | 85,231 CHF | 96.70% | 96.70% |