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 | 1.17% | 0.86 CHF | 0.87 CHF | 375,000 | 375,000 | 168,288 | 168,288 | 146,579 CHF | 148,266 CHF | 99.91% | 99.91% |
19/11/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 380,000 | 380,000 | 168,485 | 168,485 | 146,296 CHF | 147,984 CHF | 100.00% | 100.00% |
18/11/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 375,000 | 375,000 | 162,424 | 162,424 | 135,628 CHF | 137,255 CHF | 99.64% | 99.64% |
15/11/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 375,000 | 375,000 | 123,898 | 123,898 | 110,126 CHF | 111,368 CHF | 98.89% | 98.89% |
14/11/2024 | 1.87% | 0.90 CHF | 0.91 CHF | 380,000 | 380,000 | 127,402 | 127,402 | 115,971 CHF | 117,406 CHF | 95.14% | 95.14% |
13/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 420,000 | 420,000 | 187,555 | 187,555 | 199,833 CHF | 201,712 CHF | 99.78% | 99.78% |
12/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 425,000 | 425,000 | 188,509 | 188,509 | 202,463 CHF | 204,351 CHF | 100.00% | 100.00% |
11/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 425,000 | 425,000 | 190,863 | 190,863 | 206,827 CHF | 208,739 CHF | 99.90% | 99.90% |
08/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 435,000 | 435,000 | 194,315 | 194,315 | 212,674 CHF | 214,621 CHF | 100.00% | 100.00% |
07/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 435,000 | 435,000 | 193,442 | 193,442 | 210,529 CHF | 212,467 CHF | 99.86% | 99.86% |