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 | 1.20% | 0.83 CHF | 0.84 CHF | 350,000 | 350,000 | 133,072 | 133,072 | 112,158 CHF | 113,492 CHF | 99.55% | 99.55% |
19/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 360,000 | 360,000 | 134,646 | 134,646 | 111,503 CHF | 112,852 CHF | 99.33% | 99.33% |
18/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 350,000 | 350,000 | 135,154 | 135,154 | 111,027 CHF | 112,381 CHF | 98.78% | 98.78% |
15/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 350,000 | 350,000 | 132,375 | 132,375 | 112,354 CHF | 113,680 CHF | 98.82% | 98.82% |
14/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 340,000 | 340,000 | 121,061 | 121,061 | 111,555 CHF | 112,771 CHF | 98.42% | 98.42% |
13/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 340,000 | 340,000 | 118,548 | 118,548 | 112,427 CHF | 113,618 CHF | 98.25% | 98.25% |
12/11/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 340,000 | 340,000 | 115,878 | 115,878 | 114,802 CHF | 115,965 CHF | 96.44% | 96.44% |
11/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 320,000 | 320,000 | 115,644 | 115,644 | 126,615 CHF | 127,775 CHF | 97.68% | 97.68% |
08/11/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 310,000 | 310,000 | 112,852 | 112,852 | 129,440 CHF | 130,573 CHF | 98.88% | 98.88% |
07/11/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 310,000 | 310,000 | 114,105 | 114,105 | 132,449 CHF | 133,596 CHF | 97.94% | 97.94% |