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 | 1.00% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,290 CHF | 75,040 CHF | 100.00% | 100.00% |
19/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,045 CHF | 68,795 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,495 CHF | 76,245 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,545 CHF | 80,295 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,624 CHF | 78,374 CHF | 99.27% | 99.27% |
13/11/2024 | 1.10% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 74,662 | 74,132 | 69,119 CHF | 69,391 CHF | 99.40% | 99.40% |
12/11/2024 | 0.89% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,879 CHF | 84,629 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,725 CHF | 87,475 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,531 CHF | 81,281 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 73,704 | 72,407 | 82,066 CHF | 81,421 CHF | 99.23% | 99.23% |