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 | 0.87% | 1.12 CHF | 1.13 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 102,541 CHF | 103,441 CHF | 100.00% | 100.00% |
19/11/2024 | 0.91% | 1.15 CHF | 1.16 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 98,867 CHF | 99,767 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 104,963 CHF | 105,863 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 104,413 CHF | 105,313 CHF | 100.00% | 100.00% |
14/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 90,000 | 90,000 | 90,924 | 90,924 | 94,772 CHF | 95,681 CHF | 99.33% | 99.33% |
13/11/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 88,219 CHF | 89,169 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 0.91 CHF | 0.92 CHF | 95,000 | 95,000 | 90,969 | 90,969 | 92,565 CHF | 93,474 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 102,162 CHF | 103,062 CHF | 99.93% | 99.93% |
08/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 90,000 | 90,000 | 89,994 | 89,994 | 103,058 CHF | 103,958 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 85,000 | 85,000 | 85,779 | 85,779 | 106,774 CHF | 107,632 CHF | 100.00% | 100.00% |