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 | 0.88% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 189,769 | 189,769 | 214,836 CHF | 216,734 CHF | 99.41% | 99.41% |
19/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 190,000 | 190,000 | 189,399 | 189,399 | 205,429 CHF | 207,324 CHF | 99.78% | 99.78% |
18/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 190,000 | 190,000 | 189,873 | 189,873 | 210,432 CHF | 212,330 CHF | 99.88% | 99.88% |
15/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 190,000 | 190,000 | 189,273 | 189,273 | 208,016 CHF | 209,909 CHF | 99.89% | 99.89% |
14/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 190,000 | 190,000 | 189,741 | 189,741 | 210,634 CHF | 212,531 CHF | 98.65% | 98.65% |
13/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 190,000 | 190,000 | 189,810 | 189,810 | 208,399 CHF | 210,297 CHF | 99.86% | 99.86% |
12/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 190,000 | 190,000 | 188,239 | 188,239 | 214,963 CHF | 216,846 CHF | 99.88% | 99.88% |
11/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 180,000 | 180,000 | 186,692 | 186,692 | 215,830 CHF | 217,697 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 190,000 | 190,000 | 189,775 | 189,775 | 213,671 CHF | 215,569 CHF | 98.29% | 98.29% |
07/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 180,000 | 180,000 | 179,727 | 179,727 | 214,634 CHF | 216,432 CHF | 99.89% | 99.89% |