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 | 0.66% | 1.48 CHF | 1.49 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 135,190 CHF | 136,090 CHF | 100.00% | 100.00% |
19/11/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 131,567 CHF | 132,467 CHF | 100.00% | 100.00% |
18/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 137,704 CHF | 138,604 CHF | 100.00% | 100.00% |
15/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 137,101 CHF | 138,001 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 90,000 | 90,000 | 90,924 | 90,924 | 127,856 CHF | 128,765 CHF | 99.33% | 99.33% |
13/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 122,794 CHF | 123,744 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 1.27 CHF | 1.28 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 125,601 CHF | 126,510 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 134,900 CHF | 135,800 CHF | 99.93% | 99.93% |
08/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 135,876 CHF | 136,776 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 85,000 | 85,000 | 85,780 | 85,780 | 138,150 CHF | 139,008 CHF | 100.00% | 100.00% |