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 | 0.76% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,543 CHF | 99,293 CHF | 100.00% | 100.00% |
19/11/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 89,896 CHF | 90,645 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,222 CHF | 95,972 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,956 CHF | 96,706 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,996 CHF | 93,746 CHF | 99.52% | 99.52% |
13/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 85,226 CHF | 85,626 CHF | 99.32% | 99.32% |
12/11/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,521 CHF | 91,271 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,428 CHF | 93,178 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,281 CHF | 91,031 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 91,072 CHF | 90,260 CHF | 99.12% | 99.12% |