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 | 0.92% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,105 CHF | 81,855 CHF | 100.00% | 100.00% |
19/11/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,611 CHF | 81,361 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,670 CHF | 81,420 CHF | 100.00% | 100.00% |
15/11/2024 | 1.06% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 67,956 CHF | 68,638 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,611 CHF | 85,361 CHF | 99.44% | 99.44% |
13/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 74,557 | 74,376 | 76,875 CHF | 77,432 CHF | 98.88% | 98.88% |
12/11/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,458 CHF | 80,208 CHF | 100.00% | 100.00% |
11/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,053 CHF | 84,803 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,454 CHF | 86,204 CHF | 100.00% | 100.00% |
07/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 88,459 CHF | 87,721 CHF | 99.06% | 99.06% |