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 | 1.19% | 1.59 CHF | 1.61 CHF | 70,000 | 70,000 | 69,970 | 69,970 | 117,006 CHF | 118,406 CHF | 100.00% | 100.00% |
19/11/2024 | 1.29% | 1.59 CHF | 1.61 CHF | 70,000 | 70,000 | 69,964 | 69,964 | 107,919 CHF | 109,319 CHF | 99.85% | 99.85% |
18/11/2024 | 1.24% | 1.57 CHF | 1.59 CHF | 70,000 | 70,000 | 69,984 | 69,984 | 111,880 CHF | 113,280 CHF | 99.97% | 99.97% |
15/11/2024 | 1.19% | 1.64 CHF | 1.66 CHF | 70,000 | 70,000 | 69,960 | 69,960 | 116,760 CHF | 118,160 CHF | 99.98% | 99.98% |
14/11/2024 | 1.23% | 1.61 CHF | 1.63 CHF | 70,000 | 70,000 | 69,984 | 69,984 | 113,358 CHF | 114,758 CHF | 100.00% | 100.00% |
13/11/2024 | 1.25% | 1.69 CHF | 1.71 CHF | 70,000 | 70,000 | 69,969 | 69,969 | 111,851 CHF | 113,251 CHF | 100.00% | 100.00% |
12/11/2024 | 1.20% | 1.61 CHF | 1.63 CHF | 70,000 | 70,000 | 69,994 | 69,994 | 115,831 CHF | 117,231 CHF | 99.85% | 99.85% |
11/11/2024 | 1.11% | 1.75 CHF | 1.77 CHF | 70,000 | 70,000 | 69,979 | 69,979 | 125,290 CHF | 126,690 CHF | 100.00% | 100.00% |
08/11/2024 | 1.18% | 1.69 CHF | 1.71 CHF | 70,000 | 70,000 | 69,970 | 69,970 | 118,438 CHF | 119,838 CHF | 98.88% | 98.88% |
07/11/2024 | 1.20% | 1.62 CHF | 1.64 CHF | 70,000 | 70,000 | 69,980 | 69,980 | 115,906 CHF | 117,306 CHF | 99.92% | 99.92% |