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 | 0.86% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,933 CHF | 87,683 CHF | 100.00% | 100.00% |
19/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,740 CHF | 81,490 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,036 CHF | 88,786 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,226 CHF | 92,976 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,324 CHF | 91,074 CHF | 99.27% | 99.27% |
13/11/2024 | 0.93% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 74,436 | 74,132 | 81,462 CHF | 81,886 CHF | 99.40% | 99.40% |
12/11/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,561 CHF | 97,311 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,416 CHF | 100,166 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,128 CHF | 93,878 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 73,553 | 72,407 | 94,355 CHF | 93,679 CHF | 99.23% | 99.23% |