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 | 1.12% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,849 CHF | 67,599 CHF | 100.00% | 100.00% |
19/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 73,453 | 73,453 | 72,139 CHF | 72,888 CHF | 100.00% | 100.00% |
18/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,179 CHF | 70,929 CHF | 100.00% | 100.00% |
15/11/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,579 CHF | 70,329 CHF | 100.00% | 100.00% |
14/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,543 CHF | 73,293 CHF | 99.52% | 99.52% |
13/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 74,443 | 74,146 | 78,987 CHF | 79,413 CHF | 99.32% | 99.32% |
12/11/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,212 CHF | 75,962 CHF | 100.00% | 100.00% |
11/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,322 CHF | 74,072 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,546 CHF | 76,296 CHF | 100.00% | 100.00% |
07/11/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 73,720 | 72,406 | 71,908 CHF | 71,306 CHF | 99.12% | 99.12% |