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 | 1.06% | 0.94 CHF | 0.95 CHF | 390,000 | 390,000 | 387,912 | 387,912 | 364,285 CHF | 368,164 CHF | 100.00% | 100.00% |
19/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 390,000 | 390,000 | 389,602 | 389,602 | 368,478 CHF | 372,374 CHF | 100.00% | 100.00% |
18/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 390,000 | 390,000 | 387,078 | 387,078 | 364,784 CHF | 368,655 CHF | 100.00% | 100.00% |
15/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 395,000 | 395,000 | 389,141 | 389,141 | 371,962 CHF | 375,853 CHF | 100.00% | 100.00% |
14/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 390,000 | 390,000 | 397,160 | 397,160 | 388,116 CHF | 392,087 CHF | 99.33% | 99.33% |
13/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 405,000 | 405,000 | 401,050 | 401,050 | 396,673 CHF | 400,684 CHF | 100.00% | 100.00% |
12/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 395,000 | 395,000 | 389,696 | 389,696 | 371,873 CHF | 375,770 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 390,000 | 390,000 | 391,394 | 391,394 | 376,144 CHF | 380,058 CHF | 99.93% | 99.93% |
08/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 395,000 | 395,000 | 392,758 | 392,758 | 382,318 CHF | 386,246 CHF | 99.30% | 99.30% |
07/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 380,000 | 380,000 | 379,242 | 379,242 | 354,161 CHF | 357,954 CHF | 100.00% | 100.00% |