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 | 1.01% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 441,735 CHF | 148,745 CHF | 98.75% | 98.75% |
19/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,663 CHF | 143,721 CHF | 99.19% | 99.19% |
18/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 436,849 CHF | 147,116 CHF | 96.24% | 96.24% |
15/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,115 CHF | 146,205 CHF | 99.20% | 99.20% |
14/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,984 CHF | 143,828 CHF | 98.43% | 98.43% |
13/11/2024 | 1.04% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,909 CHF | 144,803 CHF | 96.73% | 96.73% |
12/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,208 CHF | 150,903 CHF | 96.70% | 96.70% |
11/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 456,394 CHF | 153,631 CHF | 98.79% | 98.79% |
08/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,075 CHF | 153,192 CHF | 99.06% | 99.06% |
07/11/2024 | 0.96% | 1.03 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,716 CHF | 157,072 CHF | 98.64% | 98.64% |