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 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,045 CHF | 58,795 CHF | 100.00% | 100.00% |
19/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,957 CHF | 61,707 CHF | 99.89% | 99.89% |
18/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,937 CHF | 57,687 CHF | 99.82% | 99.82% |
15/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,010 CHF | 56,760 CHF | 100.00% | 100.00% |
14/11/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,330 CHF | 60,080 CHF | 100.00% | 100.00% |
13/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,884 CHF | 63,634 CHF | 100.00% | 100.00% |
12/11/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,546 CHF | 63,296 CHF | 99.67% | 99.67% |
11/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,456 CHF | 56,206 CHF | 99.90% | 99.90% |
08/11/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,603 | 75,603 | 54,798 CHF | 55,554 CHF | 100.00% | 100.00% |
07/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 97,378 | 97,378 | 59,229 CHF | 60,203 CHF | 99.84% | 99.84% |