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 | 0.62% | 1.58 CHF | 1.59 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 143,707 CHF | 144,607 CHF | 100.00% | 100.00% |
19/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 140,178 CHF | 141,078 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 146,224 CHF | 147,124 CHF | 100.00% | 100.00% |
15/11/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 145,776 CHF | 146,676 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 90,000 | 90,000 | 90,924 | 90,924 | 136,497 CHF | 137,406 CHF | 99.33% | 99.33% |
13/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 131,847 CHF | 132,797 CHF | 100.00% | 100.00% |
12/11/2024 | 0.68% | 1.37 CHF | 1.38 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 134,288 CHF | 135,198 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 143,508 CHF | 144,408 CHF | 99.93% | 99.93% |
08/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 144,479 CHF | 145,379 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 85,000 | 85,000 | 85,782 | 85,782 | 146,394 CHF | 147,252 CHF | 100.00% | 100.00% |