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 | 1.00% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 198,427 CHF | 200,427 CHF | 99.81% | 99.81% |
19/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 188,653 CHF | 190,653 CHF | 99.72% | 99.72% |
18/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,811 CHF | 197,811 CHF | 99.71% | 99.71% |
15/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,387 CHF | 207,387 CHF | 99.81% | 99.81% |
14/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 209,176 CHF | 211,176 CHF | 99.81% | 99.81% |
13/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,890 CHF | 207,890 CHF | 99.81% | 99.81% |
12/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 215,266 CHF | 217,266 CHF | 99.50% | 99.50% |
11/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 222,459 CHF | 224,459 CHF | 99.72% | 99.72% |
08/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 216,341 CHF | 218,341 CHF | 99.81% | 99.81% |
07/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 222,008 CHF | 224,008 CHF | 95.70% | 95.70% |