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 | 0.96% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 624,517 CHF | 210,172 CHF | 99.37% | 99.37% |
19/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 578,364 CHF | 194,788 CHF | 99.38% | 99.38% |
18/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 589,656 CHF | 198,552 CHF | 99.25% | 99.25% |
15/11/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 535,086 CHF | 180,362 CHF | 99.38% | 99.38% |
14/11/2024 | 1.10% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 542,115 CHF | 182,705 CHF | 99.37% | 99.37% |
13/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 600,963 CHF | 202,321 CHF | 99.37% | 99.37% |
12/11/2024 | 1.04% | 0.90 CHF | 0.91 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 575,966 CHF | 193,988 CHF | 99.37% | 99.37% |
11/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 638,451 CHF | 214,817 CHF | 99.38% | 99.38% |
08/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 625,682 CHF | 210,561 CHF | 99.38% | 99.38% |
07/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 665,734 CHF | 223,911 CHF | 98.38% | 98.38% |