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 | 1.11% | 0.90 CHF | 0.91 CHF | 490,000 | 490,000 | 489,083 | 489,083 | 439,294 CHF | 444,185 CHF | 100.00% | 100.00% |
19/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 490,000 | 490,000 | 488,963 | 488,963 | 438,605 CHF | 443,495 CHF | 100.00% | 100.00% |
18/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 416,890 CHF | 421,690 CHF | 100.00% | 100.00% |
15/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 485,000 | 485,000 | 480,310 | 480,310 | 418,200 CHF | 423,003 CHF | 100.00% | 100.00% |
14/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 475,000 | 475,000 | 478,462 | 478,462 | 413,938 CHF | 418,723 CHF | 100.00% | 100.00% |
13/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 485,000 | 485,000 | 482,670 | 482,670 | 424,480 CHF | 429,307 CHF | 100.00% | 100.00% |
12/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 417,814 CHF | 422,614 CHF | 99.85% | 99.85% |
11/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 475,000 | 475,000 | 471,428 | 471,428 | 398,950 CHF | 403,664 CHF | 99.68% | 99.68% |
08/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 475,000 | 475,000 | 473,441 | 473,441 | 401,793 CHF | 406,527 CHF | 98.79% | 98.79% |
07/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 393,898 CHF | 398,598 CHF | 100.00% | 100.00% |