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% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,740 CHF | 83,490 CHF | 100.00% | 100.00% |
19/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,264 CHF | 83,014 CHF | 100.00% | 100.00% |
18/11/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,346 CHF | 83,096 CHF | 100.00% | 100.00% |
15/11/2024 | 1.04% | 1.11 CHF | 1.12 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 69,340 CHF | 70,023 CHF | 100.00% | 100.00% |
14/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,262 CHF | 87,012 CHF | 99.44% | 99.44% |
13/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 74,557 | 74,376 | 78,546 CHF | 79,100 CHF | 98.88% | 98.88% |
12/11/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,154 CHF | 81,904 CHF | 100.00% | 100.00% |
11/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,684 CHF | 86,434 CHF | 100.00% | 100.00% |
08/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,080 CHF | 87,830 CHF | 100.00% | 100.00% |
07/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 90,091 CHF | 89,325 CHF | 99.06% | 99.06% |