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 | 0.95% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,716 CHF | 79,466 CHF | 100.00% | 100.00% |
19/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,282 CHF | 79,032 CHF | 100.00% | 100.00% |
18/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,315 CHF | 79,065 CHF | 100.00% | 100.00% |
15/11/2024 | 1.10% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 61,326 | 61,326 | 66,008 CHF | 66,695 CHF | 100.00% | 100.00% |
14/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,249 CHF | 82,999 CHF | 99.44% | 99.44% |
13/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 74,600 | 74,376 | 74,552 CHF | 75,073 CHF | 98.88% | 98.88% |
12/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,062 CHF | 77,812 CHF | 100.00% | 100.00% |
11/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,701 CHF | 82,451 CHF | 100.00% | 100.00% |
08/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,108 CHF | 83,858 CHF | 100.00% | 100.00% |
07/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 73,703 | 72,406 | 86,155 CHF | 85,458 CHF | 99.06% | 99.06% |