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 | 0.76% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,766 CHF | 98,516 CHF | 100.00% | 100.00% |
19/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,608 CHF | 92,358 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,914 CHF | 99,664 CHF | 100.00% | 100.00% |
15/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,087 CHF | 103,837 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,161 CHF | 101,911 CHF | 99.27% | 99.27% |
13/11/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 74,436 | 74,132 | 92,228 CHF | 92,606 CHF | 99.40% | 99.40% |
12/11/2024 | 0.70% | 1.37 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,420 CHF | 108,170 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,290 CHF | 111,040 CHF | 100.00% | 100.00% |
08/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,948 CHF | 104,698 CHF | 100.00% | 100.00% |
07/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 73,185 | 72,407 | 104,484 CHF | 104,144 CHF | 99.23% | 99.23% |