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 | 1.16% | 0.84 CHF | 0.85 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 60,016 CHF | 60,716 CHF | 99.49% | 99.49% |
19/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 70,000 | 70,000 | 70,659 | 70,659 | 59,117 CHF | 59,824 CHF | 100.00% | 100.00% |
18/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 60,919 CHF | 61,619 CHF | 99.90% | 99.90% |
15/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 60,087 CHF | 60,787 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 70,000 | 70,000 | 73,269 | 73,269 | 59,123 CHF | 59,855 CHF | 98.50% | 98.50% |
13/11/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 58,761 CHF | 59,490 CHF | 100.00% | 100.00% |
12/11/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 60,394 CHF | 61,094 CHF | 99.88% | 99.88% |
11/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 62,197 CHF | 62,897 CHF | 100.00% | 100.00% |
08/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 60,362 CHF | 61,062 CHF | 99.04% | 99.04% |
07/11/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 63,523 CHF | 64,223 CHF | 100.00% | 100.00% |