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 | 0.60% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,619 CHF | 126,369 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 123,322 CHF | 124,072 CHF | 99.91% | 99.91% |
18/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,017 CHF | 116,767 CHF | 99.90% | 99.90% |
15/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,001 CHF | 112,751 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,274 CHF | 114,024 CHF | 100.00% | 100.00% |
13/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,777 CHF | 115,527 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,363 CHF | 114,113 CHF | 99.71% | 99.71% |
11/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,467 CHF | 111,217 CHF | 99.89% | 99.89% |
08/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,434 CHF | 116,184 CHF | 100.00% | 100.00% |
07/11/2024 | 0.65% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,411 CHF | 115,161 CHF | 99.91% | 99.91% |