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 | 0.71% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,365 CHF | 136,336 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 1.68 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,642 CHF | 124,738 CHF | 100.00% | 100.00% |
18/11/2024 | 0.78% | 1.77 CHF | 1.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 136,857 CHF | 137,926 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 1.87 CHF | 1.89 CHF | 75,000 | 75,000 | 54,333 | 54,333 | 100,511 CHF | 101,437 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 138,009 CHF | 139,044 CHF | 99.22% | 99.22% |
13/11/2024 | 0.70% | 1.83 CHF | 1.85 CHF | 75,000 | 75,000 | 74,449 | 74,449 | 134,678 CHF | 135,617 CHF | 99.36% | 99.36% |
12/11/2024 | 0.73% | 1.84 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,755 CHF | 142,800 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 2.00 CHF | 2.02 CHF | 75,000 | 75,000 | 73,099 | 73,099 | 146,592 CHF | 147,628 CHF | 100.00% | 100.00% |
08/11/2024 | 0.71% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,631 CHF | 149,687 CHF | 100.00% | 100.00% |
07/11/2024 | 0.71% | 2.05 CHF | 2.06 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 151,642 CHF | 152,701 CHF | 98.73% | 98.73% |