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 | 1.12% | 0.90 CHF | 0.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 265,264 CHF | 268,264 CHF | 100.00% | 100.00% |
19/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 266,901 CHF | 269,901 CHF | 99.88% | 99.88% |
18/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300,000 | 300,000 | 297,071 | 297,071 | 255,112 CHF | 258,082 CHF | 100.00% | 100.00% |
15/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 290,000 | 290,000 | 290,584 | 290,584 | 242,437 CHF | 245,343 CHF | 100.00% | 100.00% |
14/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 228,366 CHF | 231,266 CHF | 100.00% | 100.00% |
13/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 290,000 | 290,000 | 284,460 | 284,460 | 216,867 CHF | 219,712 CHF | 100.00% | 100.00% |
12/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 290,000 | 290,000 | 285,346 | 285,346 | 218,852 CHF | 221,705 CHF | 99.91% | 99.91% |
11/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 207,280 CHF | 210,080 CHF | 100.00% | 100.00% |
08/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 290,000 | 290,000 | 283,999 | 283,999 | 216,413 CHF | 219,253 CHF | 98.92% | 98.92% |
07/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 207,353 CHF | 210,153 CHF | 100.00% | 100.00% |