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 | 1.13% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,582 CHF | 178,582 CHF | 99.81% | 99.81% |
19/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,844 CHF | 168,844 CHF | 99.72% | 99.72% |
18/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 173,977 CHF | 175,977 CHF | 99.71% | 99.71% |
15/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,598 CHF | 185,598 CHF | 99.81% | 99.81% |
14/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 187,327 CHF | 189,327 CHF | 99.81% | 99.81% |
13/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,059 CHF | 186,059 CHF | 99.81% | 99.81% |
12/11/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 193,421 CHF | 195,421 CHF | 99.50% | 99.50% |
11/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200,700 CHF | 202,700 CHF | 99.71% | 99.71% |
08/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 194,586 CHF | 196,586 CHF | 99.81% | 99.81% |
07/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200,192 CHF | 202,192 CHF | 95.70% | 95.70% |