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 | 1.07% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 84,066 CHF | 84,966 CHF | 100.00% | 100.00% |
19/11/2024 | 1.11% | 0.95 CHF | 0.96 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 80,572 CHF | 81,472 CHF | 100.00% | 100.00% |
18/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 86,483 CHF | 87,383 CHF | 100.00% | 100.00% |
15/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 85,770 CHF | 86,670 CHF | 100.00% | 100.00% |
14/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 90,000 | 90,000 | 90,924 | 90,924 | 76,231 CHF | 77,140 CHF | 99.33% | 99.33% |
13/11/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 68,675 CHF | 69,625 CHF | 100.00% | 100.00% |
12/11/2024 | 1.23% | 0.70 CHF | 0.71 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 73,815 CHF | 74,724 CHF | 100.00% | 100.00% |
11/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 83,765 CHF | 84,665 CHF | 99.93% | 99.93% |
08/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 84,500 CHF | 85,400 CHF | 100.00% | 100.00% |
07/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 85,000 | 85,000 | 85,779 | 85,779 | 89,127 CHF | 89,985 CHF | 100.00% | 100.00% |