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 | 0.87% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 517,377 CHF | 173,959 CHF | 99.36% | 99.36% |
19/11/2024 | 0.84% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 535,734 CHF | 180,078 CHF | 98.00% | 98.00% |
18/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 568,916 CHF | 191,139 CHF | 97.65% | 97.65% |
15/11/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 563,114 CHF | 189,205 CHF | 96.95% | 96.95% |
14/11/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,842 CHF | 157,447 CHF | 99.36% | 99.36% |
13/11/2024 | 0.88% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 507,818 CHF | 170,773 CHF | 94.80% | 94.80% |
12/11/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 500,382 CHF | 168,294 CHF | 96.82% | 96.82% |
11/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,851 CHF | 161,784 CHF | 99.35% | 99.35% |
08/11/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 467,692 CHF | 157,398 CHF | 90.99% | 90.99% |
07/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 505,675 CHF | 170,058 CHF | 97.40% | 97.40% |