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 | 0.92% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 269,614 CHF | 108,846 CHF | 99.17% | 99.17% |
19/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 276,215 CHF | 111,486 CHF | 99.16% | 99.16% |
18/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 275,810 CHF | 111,324 CHF | 99.22% | 99.22% |
15/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 269,068 CHF | 108,627 CHF | 99.16% | 99.16% |
14/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 265,920 CHF | 107,368 CHF | 99.15% | 99.15% |
13/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 279,331 CHF | 112,733 CHF | 99.16% | 99.16% |
12/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 268,623 CHF | 108,449 CHF | 99.16% | 99.16% |
11/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,913 CHF | 101,365 CHF | 99.17% | 99.17% |
08/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 255,870 CHF | 103,348 CHF | 99.16% | 99.16% |
07/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 240,454 CHF | 97,182 CHF | 98.04% | 98.04% |