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 | 0.71% | 1.39 CHF | 1.40 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 126,582 CHF | 127,482 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 123,052 CHF | 123,952 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 129,056 CHF | 129,956 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 128,552 CHF | 129,452 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 90,000 | 90,000 | 90,924 | 90,924 | 119,142 CHF | 120,051 CHF | 99.33% | 99.33% |
13/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 113,711 CHF | 114,661 CHF | 100.00% | 100.00% |
12/11/2024 | 0.78% | 1.18 CHF | 1.19 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 116,893 CHF | 117,802 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 126,291 CHF | 127,191 CHF | 99.93% | 99.93% |
08/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 127,234 CHF | 128,134 CHF | 100.00% | 100.00% |
07/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 85,000 | 85,000 | 85,780 | 85,780 | 129,909 CHF | 130,767 CHF | 100.00% | 100.00% |