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 | 0.80% | 1.28 CHF | 1.29 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 312,258 CHF | 125,903 CHF | 99.38% | 99.38% |
19/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 315,058 CHF | 127,023 CHF | 99.38% | 99.38% |
18/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 299,783 CHF | 120,913 CHF | 99.38% | 99.38% |
15/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 287,399 CHF | 115,959 CHF | 99.37% | 99.37% |
14/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 263,938 CHF | 106,575 CHF | 99.38% | 99.38% |
13/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,544 CHF | 101,218 CHF | 99.38% | 99.38% |
12/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 253,201 CHF | 102,280 CHF | 99.11% | 99.11% |
11/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 239,255 CHF | 96,702 CHF | 99.38% | 99.38% |
08/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 250,026 CHF | 101,010 CHF | 99.38% | 99.38% |
07/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 239,483 CHF | 96,793 CHF | 98.69% | 98.69% |