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 | 1.22% | 1.26 CHF | 1.27 CHF | 390,000 | 390,000 | 173,896 | 173,896 | 219,559 CHF | 221,818 CHF | 99.85% | 99.85% |
19/11/2024 | 1.26% | 1.27 CHF | 1.28 CHF | 390,000 | 390,000 | 160,722 | 160,722 | 205,767 CHF | 207,901 CHF | 99.97% | 99.97% |
18/11/2024 | 0.85% | 1.30 CHF | 1.31 CHF | 400,000 | 400,000 | 179,138 | 179,138 | 236,001 CHF | 237,894 CHF | 99.89% | 99.89% |
15/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 410,000 | 410,000 | 182,375 | 182,375 | 243,524 CHF | 245,351 CHF | 99.90% | 99.90% |
14/11/2024 | 1.10% | 1.32 CHF | 1.33 CHF | 400,000 | 400,000 | 137,505 | 137,505 | 180,886 CHF | 182,451 CHF | 99.93% | 99.93% |
13/11/2024 | 1.22% | 1.29 CHF | 1.30 CHF | 400,000 | 400,000 | 175,642 | 175,642 | 223,897 CHF | 226,172 CHF | 100.00% | 100.00% |
12/11/2024 | 1.25% | 1.27 CHF | 1.28 CHF | 390,000 | 390,000 | 171,625 | 171,625 | 213,504 CHF | 215,724 CHF | 99.85% | 99.85% |
11/11/2024 | 1.28% | 1.22 CHF | 1.23 CHF | 380,000 | 380,000 | 167,353 | 167,353 | 202,366 CHF | 204,534 CHF | 99.57% | 99.57% |
08/11/2024 | 1.28% | 1.21 CHF | 1.22 CHF | 380,000 | 380,000 | 170,171 | 170,171 | 204,839 CHF | 207,040 CHF | 99.10% | 99.10% |
07/11/2024 | 1.26% | 1.21 CHF | 1.22 CHF | 380,000 | 380,000 | 170,339 | 170,339 | 207,442 CHF | 209,651 CHF | 100.00% | 100.00% |