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 | 0.90% | 1.08 CHF | 1.09 CHF | 305,000 | 305,000 | 299,946 | 299,946 | 332,871 CHF | 335,871 CHF | 100.00% | 100.00% |
19/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 300,114 | 300,114 | 330,431 CHF | 333,432 CHF | 99.29% | 99.29% |
18/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 290,000 | 290,000 | 288,156 | 288,156 | 359,844 CHF | 362,726 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 285,000 | 285,000 | 283,481 | 283,481 | 368,376 CHF | 371,211 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 285,000 | 285,000 | 278,056 | 278,056 | 377,596 CHF | 380,376 CHF | 99.39% | 99.39% |
13/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 300,000 | 300,000 | 297,580 | 297,580 | 335,246 CHF | 338,222 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 1.11 CHF | 1.12 CHF | 300,000 | 300,000 | 291,924 | 291,924 | 348,113 CHF | 351,032 CHF | 99.27% | 99.27% |
11/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 285,000 | 285,000 | 283,825 | 283,825 | 363,345 CHF | 366,183 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 290,000 | 290,000 | 287,691 | 287,691 | 358,118 CHF | 360,995 CHF | 98.89% | 98.89% |
07/11/2024 | 0.78% | 1.32 CHF | 1.33 CHF | 280,000 | 280,000 | 283,394 | 283,394 | 362,829 CHF | 365,663 CHF | 100.00% | 100.00% |