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 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,933 CHF | 66,683 CHF | 100.00% | 100.00% |
19/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,740 CHF | 60,490 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,124 CHF | 67,874 CHF | 100.00% | 100.00% |
15/11/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,295 CHF | 72,045 CHF | 100.00% | 100.00% |
14/11/2024 | 1.08% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,374 CHF | 70,124 CHF | 99.27% | 99.27% |
13/11/2024 | 1.24% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 74,887 | 74,132 | 61,084 CHF | 61,236 CHF | 99.40% | 99.40% |
12/11/2024 | 0.99% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,629 CHF | 76,379 CHF | 100.00% | 100.00% |
11/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,475 CHF | 79,225 CHF | 100.00% | 100.00% |
08/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,281 CHF | 73,031 CHF | 100.00% | 100.00% |
07/11/2024 | 1.04% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 74,222 | 72,407 | 74,453 CHF | 73,456 CHF | 99.23% | 99.23% |