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 | 1.25% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,858 CHF | 60,608 CHF | 100.00% | 100.00% |
19/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 65,338 CHF | 66,084 CHF | 100.00% | 100.00% |
18/11/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,362 CHF | 64,112 CHF | 100.00% | 100.00% |
15/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,683 CHF | 63,433 CHF | 100.00% | 100.00% |
14/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,586 CHF | 66,336 CHF | 99.52% | 99.52% |
13/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 74,666 | 74,146 | 72,351 CHF | 72,589 CHF | 99.32% | 99.32% |
12/11/2024 | 1.09% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,378 CHF | 69,128 CHF | 100.00% | 100.00% |
11/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,413 CHF | 67,163 CHF | 100.00% | 100.00% |
08/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,719 CHF | 69,469 CHF | 100.00% | 100.00% |
07/11/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 74,222 | 72,406 | 65,644 CHF | 64,702 CHF | 99.12% | 99.12% |