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 | 0.55% | 1.69 CHF | 1.70 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 145,593 CHF | 146,393 CHF | 100.00% | 100.00% |
19/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 80,000 | 80,000 | 79,997 | 79,997 | 136,005 CHF | 136,805 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 80,000 | 80,000 | 79,926 | 79,926 | 150,256 CHF | 151,056 CHF | 99.07% | 99.07% |
15/11/2024 | 0.49% | 1.94 CHF | 1.95 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 161,879 CHF | 162,679 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 2.12 CHF | 2.13 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 160,968 CHF | 161,768 CHF | 99.08% | 99.08% |
13/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 136,506 CHF | 137,306 CHF | 99.99% | 99.99% |
12/11/2024 | 0.50% | 1.74 CHF | 1.75 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 159,076 CHF | 159,876 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 180,158 CHF | 180,958 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 165,036 CHF | 165,836 CHF | 100.00% | 100.00% |
07/11/2024 | 0.46% | 2.26 CHF | 2.27 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 175,159 CHF | 175,959 CHF | 99.67% | 99.67% |