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 | 0.84% | 1.19 CHF | 1.20 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 213,223 CHF | 215,023 CHF | 100.00% | 100.00% |
19/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 216,442 CHF | 218,242 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 211,626 CHF | 213,426 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 213,310 CHF | 215,110 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 180,000 | 180,000 | 181,850 | 181,850 | 225,455 CHF | 227,273 CHF | 99.33% | 99.33% |
13/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 246,614 CHF | 248,514 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 227,802 CHF | 229,621 CHF | 100.00% | 100.00% |
11/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 215,543 CHF | 217,343 CHF | 99.93% | 99.93% |
08/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 216,384 CHF | 218,184 CHF | 100.00% | 100.00% |
07/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 170,000 | 170,000 | 171,561 | 171,561 | 198,900 CHF | 200,616 CHF | 100.00% | 100.00% |