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 | 1.54% | 0.61 CHF | 0.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 96,461 CHF | 97,961 CHF | 100.00% | 100.00% |
19/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 95,096 CHF | 96,596 CHF | 99.82% | 99.82% |
18/11/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 150,000 | 150,000 | 148,537 | 148,537 | 103,495 CHF | 104,980 CHF | 99.97% | 99.97% |
15/11/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 145,000 | 145,000 | 145,279 | 145,279 | 108,941 CHF | 110,393 CHF | 99.51% | 99.51% |
14/11/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 122,424 CHF | 123,874 CHF | 100.00% | 100.00% |
13/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 145,000 | 145,000 | 142,230 | 142,230 | 127,747 CHF | 129,170 CHF | 100.00% | 100.00% |
12/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 145,000 | 145,000 | 142,674 | 142,674 | 126,858 CHF | 128,285 CHF | 99.93% | 99.93% |
11/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 132,508 CHF | 133,908 CHF | 99.92% | 99.92% |
08/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 145,000 | 145,000 | 142,000 | 142,000 | 128,705 CHF | 130,125 CHF | 98.97% | 98.97% |
07/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 133,083 CHF | 134,483 CHF | 99.91% | 99.91% |