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 | 0.79% | 1.28 CHF | 1.29 CHF | 175,000 | 175,000 | 170,242 | 170,242 | 215,608 CHF | 217,311 CHF | 100.00% | 100.00% |
19/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 173,356 | 173,356 | 222,255 CHF | 223,989 CHF | 100.00% | 100.00% |
18/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 170,000 | 170,000 | 168,743 | 168,743 | 211,385 CHF | 213,072 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 165,000 | 165,000 | 165,350 | 165,350 | 206,187 CHF | 207,840 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 171,659 | 171,659 | 219,821 CHF | 221,537 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 175,000 | 175,000 | 170,498 | 170,498 | 218,029 CHF | 219,734 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 169,298 | 169,298 | 213,052 CHF | 214,745 CHF | 99.85% | 99.85% |
11/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 165,000 | 165,000 | 169,132 | 169,132 | 212,790 CHF | 214,481 CHF | 99.66% | 99.66% |
08/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 168,538 | 168,538 | 212,586 CHF | 214,271 CHF | 99.15% | 99.15% |
07/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 169,299 | 169,299 | 216,210 CHF | 217,903 CHF | 100.00% | 100.00% |