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 | 0.72% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,452 CHF | 104,202 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,020 CHF | 102,770 CHF | 99.90% | 99.90% |
18/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,007 CHF | 105,757 CHF | 99.92% | 99.92% |
15/11/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,713 CHF | 109,463 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,513 CHF | 112,263 CHF | 100.00% | 100.00% |
13/11/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,965 CHF | 109,715 CHF | 100.00% | 100.00% |
12/11/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,873 CHF | 115,623 CHF | 99.71% | 99.71% |
11/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,036 CHF | 116,786 CHF | 99.84% | 99.84% |
08/11/2024 | 0.63% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,883 CHF | 118,633 CHF | 100.00% | 100.00% |
07/11/2024 | 0.65% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,682 CHF | 116,432 CHF | 83.09% | 83.09% |