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 | 1.29% | 0.77 CHF | 0.78 CHF | 375,000 | 375,000 | 168,303 | 168,303 | 132,684 CHF | 134,370 CHF | 99.91% | 99.91% |
19/11/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 380,000 | 380,000 | 168,503 | 168,503 | 132,236 CHF | 133,924 CHF | 100.00% | 100.00% |
18/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 375,000 | 375,000 | 162,420 | 162,420 | 122,131 CHF | 123,759 CHF | 99.64% | 99.64% |
15/11/2024 | 1.22% | 0.77 CHF | 0.78 CHF | 375,000 | 375,000 | 123,899 | 123,899 | 99,838 CHF | 101,080 CHF | 98.90% | 98.90% |
14/11/2024 | 2.05% | 0.81 CHF | 0.82 CHF | 380,000 | 380,000 | 127,398 | 127,398 | 105,395 CHF | 106,830 CHF | 95.14% | 95.14% |
13/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 420,000 | 420,000 | 187,522 | 187,522 | 184,223 CHF | 186,102 CHF | 99.78% | 99.78% |
12/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 425,000 | 425,000 | 188,495 | 188,495 | 187,006 CHF | 188,894 CHF | 100.00% | 100.00% |
11/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 425,000 | 425,000 | 190,874 | 190,874 | 191,333 CHF | 193,245 CHF | 99.90% | 99.90% |
08/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 435,000 | 435,000 | 194,331 | 194,331 | 196,885 CHF | 198,832 CHF | 100.00% | 100.00% |
07/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 435,000 | 435,000 | 193,441 | 193,441 | 194,859 CHF | 196,797 CHF | 99.86% | 99.86% |