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 | 0.84% | 1.21 CHF | 1.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 357,535 CHF | 360,535 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 358,297 CHF | 361,297 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 370,425 CHF | 373,425 CHF | 100.00% | 100.00% |
15/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 368,852 CHF | 371,852 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 371,100 CHF | 374,100 CHF | 99.79% | 99.79% |
13/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 353,217 CHF | 356,217 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 346,903 CHF | 349,903 CHF | 100.00% | 100.00% |
11/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 337,368 CHF | 340,368 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 321,479 CHF | 324,479 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 319,425 CHF | 322,425 CHF | 100.00% | 100.00% |