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 | 0.65% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,854 CHF | 115,604 CHF | 100.00% | 100.00% |
19/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,721 CHF | 109,471 CHF | 100.00% | 100.00% |
18/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,061 CHF | 116,811 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,233 CHF | 120,983 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,244 CHF | 118,994 CHF | 99.27% | 99.27% |
13/11/2024 | 0.69% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 74,315 | 74,132 | 109,021 CHF | 109,505 CHF | 99.40% | 99.40% |
12/11/2024 | 0.60% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,537 CHF | 125,287 CHF | 100.00% | 100.00% |
11/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,340 CHF | 128,090 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,133 CHF | 121,883 CHF | 100.00% | 100.00% |
07/11/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 73,185 | 72,407 | 121,132 CHF | 120,619 CHF | 99.23% | 99.23% |