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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 80,438 CHF | 80,988 CHF | 100.00% | 100.00% |
20/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 84,358 CHF | 84,908 CHF | 99.73% | 99.73% |
19/11/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 88,718 CHF | 89,268 CHF | 99.80% | 99.80% |
18/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 55,000 | 55,000 | 54,997 | 55,000 | 88,497 CHF | 89,052 CHF | 100.00% | 100.00% |
15/11/2024 | 0.71% | 1.60 CHF | 1.61 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 77,533 CHF | 78,083 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 63,376 CHF | 63,926 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 65,535 CHF | 66,085 CHF | 99.95% | 99.95% |
12/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 62,157 CHF | 62,707 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 64,029 CHF | 64,579 CHF | 99.66% | 99.66% |
08/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 68,760 CHF | 69,310 CHF | 100.00% | 100.00% |