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 | 1.10% | 0.88 CHF | 0.89 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 362,192 CHF | 366,192 CHF | 100.00% | 100.00% |
19/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 352,550 CHF | 356,550 CHF | 99.50% | 99.50% |
18/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 187,046 CHF | 189,046 CHF | 99.94% | 99.94% |
15/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 186,363 CHF | 188,363 CHF | 100.00% | 100.00% |
14/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,071 CHF | 181,071 CHF | 100.00% | 100.00% |
13/11/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,301 CHF | 177,301 CHF | 100.00% | 100.00% |
12/11/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 180,236 CHF | 182,236 CHF | 99.98% | 99.98% |
11/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,138 CHF | 186,138 CHF | 100.00% | 100.00% |
08/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 178,645 CHF | 180,645 CHF | 98.94% | 98.94% |
07/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 187,160 CHF | 189,160 CHF | 85.74% | 85.74% |