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 | 1.03% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,769 CHF | 73,519 CHF | 100.00% | 100.00% |
19/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,298 CHF | 73,048 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,345 CHF | 73,095 CHF | 100.00% | 100.00% |
15/11/2024 | 1.19% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 61,134 CHF | 61,822 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,282 CHF | 77,032 CHF | 99.44% | 99.44% |
13/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 74,734 | 74,376 | 68,758 CHF | 69,173 CHF | 98.88% | 98.88% |
12/11/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,109 CHF | 71,859 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,748 CHF | 76,498 CHF | 100.00% | 100.00% |
08/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,133 CHF | 77,883 CHF | 100.00% | 100.00% |
07/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 80,328 CHF | 79,735 CHF | 99.06% | 99.06% |