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 | 0.61% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,576 CHF | 123,326 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,631 CHF | 121,381 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,023 CHF | 123,773 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,842 CHF | 127,592 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,885 CHF | 125,635 CHF | 99.22% | 99.22% |
13/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 120,004 CHF | 120,756 CHF | 99.36% | 99.36% |
12/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,586 CHF | 128,336 CHF | 100.00% | 100.00% |
11/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 73,096 | 73,096 | 124,142 CHF | 124,888 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,787 CHF | 123,537 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 73,698 | 73,698 | 122,609 CHF | 123,362 CHF | 98.73% | 98.73% |