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 | 0.90% | 1.12 CHF | 1.13 CHF | 275,000 | 275,000 | 268,991 | 268,991 | 297,933 CHF | 300,623 CHF | 99.47% | 99.47% |
19/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 265,000 | 265,000 | 260,823 | 260,823 | 279,485 CHF | 282,093 CHF | 100.00% | 100.00% |
18/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 255,000 | 255,000 | 253,757 | 253,757 | 265,457 CHF | 267,994 CHF | 100.00% | 100.00% |
15/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 255,000 | 255,000 | 253,095 | 253,095 | 263,547 CHF | 266,078 CHF | 100.00% | 100.00% |
14/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 255,000 | 255,000 | 254,941 | 254,941 | 268,572 CHF | 271,121 CHF | 98.97% | 98.97% |
13/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 260,000 | 260,000 | 255,166 | 255,166 | 268,218 CHF | 270,770 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 255,000 | 255,000 | 244,557 | 244,557 | 248,754 CHF | 251,206 CHF | 96.13% | 96.13% |
11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250,000 | 250,000 | 248,429 | 248,429 | 254,239 CHF | 256,724 CHF | 99.24% | 99.24% |
08/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250,000 | 250,000 | 248,143 | 248,143 | 253,884 CHF | 256,366 CHF | 94.31% | 94.31% |
07/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 240,000 | 240,000 | 243,383 | 243,383 | 246,527 CHF | 248,961 CHF | 99.40% | 99.40% |