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 | 0.73% | 1.39 CHF | 1.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,942 CHF | 103,692 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,171 CHF | 104,921 CHF | 99.90% | 99.90% |
18/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,911 CHF | 102,661 CHF | 99.91% | 99.91% |
15/11/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,705 CHF | 99,455 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 95,703 CHF | 96,453 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,340 CHF | 99,090 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,280 CHF | 93,030 CHF | 99.70% | 99.70% |
11/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,422 CHF | 92,172 CHF | 99.87% | 99.87% |
08/11/2024 | 0.83% | 1.30 CHF | 1.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,065 CHF | 90,815 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,158 CHF | 93,908 CHF | 83.09% | 83.09% |