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 | 0.91% | 1.11 CHF | 1.12 CHF | 375,000 | 375,000 | 168,299 | 168,299 | 189,206 CHF | 190,893 CHF | 99.91% | 99.91% |
19/11/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 380,000 | 380,000 | 168,484 | 168,484 | 188,906 CHF | 190,594 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 375,000 | 375,000 | 162,422 | 162,422 | 177,087 CHF | 178,714 CHF | 99.64% | 99.64% |
15/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 375,000 | 375,000 | 123,898 | 123,898 | 141,779 CHF | 143,022 CHF | 98.89% | 98.89% |
14/11/2024 | 1.48% | 1.15 CHF | 1.16 CHF | 380,000 | 380,000 | 127,418 | 127,418 | 148,502 CHF | 149,937 CHF | 95.14% | 95.14% |
13/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 420,000 | 420,000 | 187,536 | 187,536 | 247,415 CHF | 249,294 CHF | 99.78% | 99.78% |
12/11/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 425,000 | 425,000 | 188,507 | 188,507 | 250,244 CHF | 252,133 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 425,000 | 425,000 | 190,871 | 190,871 | 254,807 CHF | 256,719 CHF | 99.90% | 99.90% |
08/11/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 435,000 | 435,000 | 194,330 | 194,330 | 261,432 CHF | 263,379 CHF | 100.00% | 100.00% |
07/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 435,000 | 435,000 | 193,441 | 193,441 | 259,236 CHF | 261,174 CHF | 99.86% | 99.86% |