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 | 0.78% | 1.23 CHF | 1.24 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 44,714 CHF | 45,064 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 43,078 CHF | 43,428 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 43,206 CHF | 43,556 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 38,655 CHF | 38,955 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 46,225 CHF | 46,575 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 42,879 CHF | 43,229 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 1.26 CHF | 1.27 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 39,231 CHF | 39,531 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 43,551 CHF | 43,851 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,535 CHF | 42,835 CHF | 100.00% | 100.00% |
07/11/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 46,447 CHF | 46,747 CHF | 100.00% | 100.00% |