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 | 1.09% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,464 CHF | 69,214 CHF | 100.00% | 100.00% |
19/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 60,340 CHF | 61,086 CHF | 100.00% | 100.00% |
18/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,163 CHF | 65,913 CHF | 100.00% | 100.00% |
15/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,899 CHF | 66,649 CHF | 100.00% | 100.00% |
14/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,958 CHF | 63,708 CHF | 99.52% | 99.52% |
13/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 74,889 | 74,146 | 55,731 CHF | 55,921 CHF | 99.32% | 99.32% |
12/11/2024 | 1.24% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,349 CHF | 61,099 CHF | 100.00% | 100.00% |
11/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,342 CHF | 63,092 CHF | 100.00% | 100.00% |
08/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,204 CHF | 60,954 CHF | 100.00% | 100.00% |
07/11/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 74,741 | 72,406 | 62,309 CHF | 61,208 CHF | 99.12% | 99.12% |