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 | 0.59% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 126,790 CHF | 127,540 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,545 CHF | 121,295 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,995 CHF | 128,745 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,179 CHF | 132,929 CHF | 100.00% | 100.00% |
14/11/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,124 CHF | 130,874 CHF | 99.27% | 99.27% |
13/11/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 75,000 | 75,000 | 74,315 | 74,132 | 120,827 CHF | 121,283 CHF | 99.40% | 99.40% |
12/11/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,379 CHF | 137,129 CHF | 100.00% | 100.00% |
11/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,225 CHF | 139,975 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,031 CHF | 133,781 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 131,828 CHF | 132,106 CHF | 99.23% | 99.23% |