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 | 1.21% | 0.83 CHF | 0.84 CHF | 390,000 | 390,000 | 387,911 | 387,911 | 319,661 CHF | 323,540 CHF | 100.00% | 100.00% |
19/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 390,000 | 390,000 | 389,597 | 389,597 | 323,068 CHF | 326,964 CHF | 100.00% | 100.00% |
18/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 390,000 | 390,000 | 387,080 | 387,080 | 320,210 CHF | 324,081 CHF | 100.00% | 100.00% |
15/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 395,000 | 395,000 | 389,142 | 389,142 | 327,215 CHF | 331,106 CHF | 100.00% | 100.00% |
14/11/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 390,000 | 390,000 | 397,159 | 397,159 | 342,254 CHF | 346,225 CHF | 99.39% | 99.39% |
13/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 405,000 | 405,000 | 401,050 | 401,050 | 350,544 CHF | 354,555 CHF | 100.00% | 100.00% |
12/11/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 395,000 | 395,000 | 389,696 | 389,696 | 326,765 CHF | 330,662 CHF | 100.00% | 100.00% |
11/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 390,000 | 390,000 | 391,394 | 391,394 | 331,923 CHF | 335,837 CHF | 99.93% | 99.93% |
08/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 395,000 | 395,000 | 392,755 | 392,755 | 336,815 CHF | 340,743 CHF | 99.40% | 99.40% |
07/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 380,000 | 380,000 | 379,242 | 379,242 | 309,698 CHF | 313,490 CHF | 100.00% | 100.00% |