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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 137,305 CHF | 138,205 CHF | 100.00% | 100.00% |
20/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 138,363 CHF | 139,263 CHF | 100.00% | 100.00% |
19/11/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 134,712 CHF | 135,612 CHF | 100.00% | 100.00% |
18/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 140,870 CHF | 141,770 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 140,414 CHF | 141,314 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 90,000 | 90,000 | 90,923 | 90,923 | 131,150 CHF | 132,059 CHF | 99.39% | 99.39% |
13/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 126,173 CHF | 127,123 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 1.31 CHF | 1.32 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 128,982 CHF | 129,892 CHF | 100.00% | 100.00% |
11/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 138,161 CHF | 139,061 CHF | 99.93% | 99.93% |
08/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 138,929 CHF | 139,829 CHF | 100.00% | 100.00% |