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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,112 CHF | 88,862 CHF | 100.00% | 100.00% |
22/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,448 CHF | 90,198 CHF | 100.00% | 100.00% |
20/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,118 CHF | 90,868 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,857 CHF | 93,607 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,503 CHF | 93,253 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,192 CHF | 90,942 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 87,349 CHF | 88,099 CHF | 99.27% | 99.27% |
13/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 74,437 | 74,437 | 85,071 CHF | 85,817 CHF | 99.40% | 99.40% |
12/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,562 CHF | 85,312 CHF | 100.00% | 100.00% |
11/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,034 CHF | 81,784 CHF | 100.00% | 100.00% |