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 | 1.18% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,294 CHF | 170,294 CHF | 99.81% | 99.81% |
19/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,450 CHF | 160,450 CHF | 99.72% | 99.72% |
18/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,596 CHF | 167,596 CHF | 99.71% | 99.71% |
15/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,210 CHF | 177,210 CHF | 99.81% | 99.81% |
14/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 178,998 CHF | 180,998 CHF | 99.81% | 99.81% |
13/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,701 CHF | 177,701 CHF | 99.81% | 99.81% |
12/11/2024 | 1.08% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,092 CHF | 187,092 CHF | 99.50% | 99.50% |
11/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 192,228 CHF | 194,228 CHF | 99.71% | 99.71% |
08/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 186,085 CHF | 188,085 CHF | 99.81% | 99.81% |
07/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 191,792 CHF | 193,792 CHF | 95.70% | 95.70% |