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 | 0.98% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 203,828 CHF | 205,828 CHF | 99.81% | 99.81% |
19/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,188 CHF | 216,188 CHF | 99.72% | 99.72% |
18/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 207,656 CHF | 209,656 CHF | 99.71% | 99.71% |
15/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 199,677 CHF | 201,677 CHF | 99.81% | 99.81% |
14/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,636 CHF | 198,636 CHF | 99.81% | 99.81% |
13/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200,458 CHF | 202,458 CHF | 99.81% | 99.81% |
12/11/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 191,795 CHF | 193,795 CHF | 99.51% | 99.51% |
11/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,040 CHF | 187,040 CHF | 99.72% | 99.72% |
08/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 192,923 CHF | 194,923 CHF | 99.81% | 99.81% |
07/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 187,777 CHF | 189,777 CHF | 95.69% | 95.69% |