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 | 0.90% | 1.38 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,941 CHF | 107,906 CHF | 100.00% | 100.00% |
19/11/2024 | 1.08% | 1.30 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,206 CHF | 96,238 CHF | 100.00% | 100.00% |
18/11/2024 | 0.92% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,421 CHF | 109,426 CHF | 100.00% | 100.00% |
15/11/2024 | 1.33% | 1.49 CHF | 1.51 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 79,864 CHF | 80,837 CHF | 100.00% | 100.00% |
14/11/2024 | 0.85% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,648 CHF | 110,587 CHF | 99.22% | 99.22% |
13/11/2024 | 0.97% | 1.45 CHF | 1.47 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 106,388 CHF | 107,418 CHF | 99.36% | 99.36% |
12/11/2024 | 0.92% | 1.46 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,255 CHF | 114,300 CHF | 100.00% | 100.00% |
11/11/2024 | 0.89% | 1.62 CHF | 1.64 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 118,894 CHF | 119,941 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,131 CHF | 121,187 CHF | 100.00% | 100.00% |
07/11/2024 | 0.86% | 1.67 CHF | 1.69 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 123,745 CHF | 124,797 CHF | 98.73% | 98.73% |