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 | 0.53% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,840 CHF | 141,590 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 134,614 CHF | 135,364 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 142,036 CHF | 142,786 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,226 CHF | 146,976 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,162 CHF | 144,912 CHF | 99.27% | 99.27% |
13/11/2024 | 0.56% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 74,193 | 74,132 | 134,525 CHF | 135,163 CHF | 99.40% | 99.40% |
12/11/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,413 CHF | 151,163 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,273 CHF | 154,023 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,062 CHF | 147,812 CHF | 100.00% | 100.00% |
07/11/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 72,666 | 72,407 | 145,477 CHF | 145,707 CHF | 99.23% | 99.23% |