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 | 0.63% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,516 CHF | 120,266 CHF | 100.00% | 100.00% |
19/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,358 CHF | 114,108 CHF | 100.00% | 100.00% |
18/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,730 CHF | 121,480 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,887 CHF | 125,637 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,911 CHF | 123,661 CHF | 99.27% | 99.27% |
13/11/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 74,315 | 74,132 | 113,632 CHF | 114,104 CHF | 99.40% | 99.40% |
12/11/2024 | 0.58% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,170 CHF | 129,920 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,040 CHF | 132,790 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,838 CHF | 126,588 CHF | 100.00% | 100.00% |
07/11/2024 | 0.61% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 72,834 | 72,407 | 125,119 CHF | 125,145 CHF | 99.23% | 99.23% |