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 | 1.11% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,082 CHF | 67,832 CHF | 97.88% | 97.88% |
22/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,254 CHF | 65,004 CHF | 99.36% | 99.36% |
20/11/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,619 CHF | 68,369 CHF | 99.37% | 99.37% |
19/11/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,439 CHF | 62,189 CHF | 99.23% | 99.23% |
18/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,175 CHF | 64,925 CHF | 99.26% | 99.26% |
15/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,603 CHF | 65,353 CHF | 99.38% | 99.38% |
14/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,839 CHF | 66,589 CHF | 99.35% | 99.35% |
13/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,917 CHF | 66,667 CHF | 99.38% | 99.38% |
12/11/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,850 CHF | 68,600 CHF | 99.07% | 99.07% |
11/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,655 CHF | 72,405 CHF | 99.25% | 99.25% |