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 | 0.53% | 1.81 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,863 CHF | 140,613 CHF | 14.13% | 100.00% |
19/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,142 CHF | 138,892 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,617 CHF | 142,367 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,912 CHF | 144,662 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,206 CHF | 144,956 CHF | 99.22% | 99.22% |
13/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 74,213 | 74,155 | 141,064 CHF | 141,700 CHF | 98.74% | 98.74% |
12/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,631 CHF | 145,381 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,262 CHF | 150,012 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,982 CHF | 149,732 CHF | 100.00% | 100.00% |
07/11/2024 | 0.52% | 2.05 CHF | 2.06 CHF | 75,000 | 75,000 | 72,658 | 72,397 | 149,117 CHF | 149,319 CHF | 98.73% | 98.73% |