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% | 1.05 CHF | 1.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 258,668 CHF | 104,467 CHF | 99.16% | 99.16% |
19/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 257,798 CHF | 104,119 CHF | 99.17% | 99.17% |
18/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 249,714 CHF | 100,886 CHF | 99.22% | 99.22% |
15/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 245,292 CHF | 99,117 CHF | 99.17% | 99.17% |
14/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 244,348 CHF | 98,739 CHF | 99.16% | 99.16% |
13/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 249,385 CHF | 100,754 CHF | 99.16% | 99.16% |
12/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 243,848 CHF | 98,539 CHF | 99.16% | 99.16% |
11/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 232,558 CHF | 94,023 CHF | 99.17% | 99.17% |
08/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 234,015 CHF | 94,606 CHF | 99.16% | 99.16% |
07/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 221,392 CHF | 89,557 CHF | 97.98% | 97.98% |