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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,299 CHF | 91,049 CHF | 100.00% | 100.00% |
22/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,715 CHF | 90,465 CHF | 100.00% | 100.00% |
20/11/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,459 CHF | 88,209 CHF | 100.00% | 100.00% |
19/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,571 CHF | 86,321 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,927 CHF | 88,677 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,730 CHF | 92,480 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,779 CHF | 90,529 CHF | 99.22% | 99.22% |
13/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 85,199 CHF | 85,945 CHF | 99.36% | 99.36% |
12/11/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,519 CHF | 93,269 CHF | 100.00% | 100.00% |
11/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 73,096 | 73,096 | 89,968 CHF | 90,714 CHF | 100.00% | 100.00% |