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 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,356 CHF | 110,356 CHF | 99.39% | 99.39% |
19/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,034 CHF | 81,784 CHF | 98.67% | 98.67% |
18/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,238 CHF | 80,988 CHF | 99.28% | 99.28% |
15/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,666 CHF | 79,416 CHF | 99.39% | 99.39% |
14/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,453 CHF | 82,203 CHF | 99.35% | 99.35% |
13/11/2024 | 0.94% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,079 CHF | 79,829 CHF | 99.36% | 99.36% |
12/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,816 CHF | 74,566 CHF | 99.09% | 99.09% |
11/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,475 CHF | 74,225 CHF | 99.30% | 99.30% |
08/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,733 CHF | 74,483 CHF | 99.39% | 99.39% |
07/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,407 CHF | 71,157 CHF | 99.27% | 99.27% |