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 | 0.79% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 94,642 CHF | 95,392 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 86,045 CHF | 86,794 CHF | 100.00% | 100.00% |
18/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,311 CHF | 92,061 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,982 CHF | 92,732 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,087 CHF | 89,837 CHF | 99.52% | 99.52% |
13/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 81,366 CHF | 81,790 CHF | 99.32% | 99.32% |
12/11/2024 | 0.86% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,577 CHF | 87,327 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,481 CHF | 89,231 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,324 CHF | 87,074 CHF | 100.00% | 100.00% |
07/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 87,122 CHF | 86,381 CHF | 99.12% | 99.12% |