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 | 0.85% | 1.18 CHF | 1.19 CHF | 175,000 | 175,000 | 170,242 | 170,242 | 198,882 CHF | 200,585 CHF | 100.00% | 100.00% |
19/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 173,356 | 173,356 | 205,646 CHF | 207,380 CHF | 100.00% | 100.00% |
18/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 168,743 | 168,743 | 194,872 CHF | 196,560 CHF | 100.00% | 100.00% |
15/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 165,000 | 165,000 | 165,350 | 165,350 | 189,894 CHF | 191,548 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 170,000 | 170,000 | 171,658 | 171,658 | 203,052 CHF | 204,768 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 175,000 | 175,000 | 170,498 | 170,498 | 201,401 CHF | 203,106 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 169,298 | 169,298 | 196,597 CHF | 198,290 CHF | 99.86% | 99.86% |
11/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 165,000 | 165,000 | 169,133 | 169,133 | 196,141 CHF | 197,832 CHF | 99.65% | 99.65% |
08/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 168,543 | 168,543 | 196,180 CHF | 197,865 CHF | 99.47% | 99.47% |
07/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 169,299 | 169,299 | 199,598 CHF | 201,291 CHF | 100.00% | 100.00% |