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 | 0.69% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,942 CHF | 109,692 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,721 CHF | 103,471 CHF | 100.00% | 100.00% |
18/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,164 CHF | 110,914 CHF | 100.00% | 100.00% |
15/11/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,233 CHF | 114,983 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,282 CHF | 113,032 CHF | 99.27% | 99.27% |
13/11/2024 | 0.73% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 74,315 | 74,132 | 103,164 CHF | 103,662 CHF | 99.40% | 99.40% |
12/11/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,537 CHF | 119,287 CHF | 100.00% | 100.00% |
11/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,388 CHF | 122,138 CHF | 100.00% | 100.00% |
08/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,133 CHF | 115,883 CHF | 100.00% | 100.00% |
07/11/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 73,185 | 72,407 | 115,343 CHF | 114,888 CHF | 99.23% | 99.23% |