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 | 1.46% | 0.64 CHF | 0.65 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 61,059 CHF | 61,959 CHF | 100.00% | 100.00% |
19/11/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 60,643 CHF | 61,543 CHF | 100.00% | 100.00% |
18/11/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 60,679 CHF | 61,579 CHF | 100.00% | 100.00% |
15/11/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 63,759 CHF | 64,659 CHF | 100.00% | 100.00% |
14/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 90,000 | 90,000 | 90,793 | 90,793 | 65,882 CHF | 66,790 CHF | 99.36% | 99.36% |
13/11/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,130 CHF | 64,130 CHF | 100.00% | 100.00% |
12/11/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 59,427 CHF | 60,327 CHF | 100.00% | 100.00% |
11/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 64,827 CHF | 65,727 CHF | 99.93% | 99.93% |
08/11/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 66,480 CHF | 67,380 CHF | 100.00% | 100.00% |
07/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 71,800 CHF | 72,700 CHF | 100.00% | 100.00% |