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 | 0.71% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,040 CHF | 105,790 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,795 CHF | 99,545 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,245 CHF | 106,995 CHF | 100.00% | 100.00% |
15/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,429 CHF | 111,179 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,374 CHF | 109,124 CHF | 99.27% | 99.27% |
13/11/2024 | 0.76% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 74,315 | 74,132 | 99,276 CHF | 99,785 CHF | 99.40% | 99.40% |
12/11/2024 | 0.65% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,629 CHF | 115,379 CHF | 100.00% | 100.00% |
11/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,475 CHF | 118,225 CHF | 100.00% | 100.00% |
08/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 111,281 CHF | 112,031 CHF | 100.00% | 100.00% |
07/11/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 73,185 | 72,407 | 111,519 CHF | 111,108 CHF | 99.23% | 99.23% |