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 | 1.03% | 0.93 CHF | 0.94 CHF | 340,000 | 340,000 | 153,457 | 153,457 | 148,909 CHF | 150,449 CHF | 98.31% | 98.31% |
19/11/2024 | 1.08% | 0.98 CHF | 0.99 CHF | 350,000 | 350,000 | 156,195 | 156,195 | 146,311 CHF | 147,876 CHF | 97.63% | 97.63% |
18/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 340,000 | 340,000 | 152,187 | 152,187 | 151,220 CHF | 152,745 CHF | 97.52% | 97.52% |
15/11/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 340,000 | 340,000 | 144,923 | 144,923 | 157,531 CHF | 158,992 CHF | 96.03% | 96.03% |
14/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 330,000 | 330,000 | 136,635 | 136,635 | 167,245 CHF | 168,618 CHF | 96.59% | 96.59% |
13/11/2024 | 0.92% | 1.18 CHF | 1.19 CHF | 330,000 | 330,000 | 148,422 | 148,422 | 167,332 CHF | 168,823 CHF | 98.25% | 98.25% |
12/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 340,000 | 340,000 | 153,646 | 153,646 | 162,947 CHF | 164,488 CHF | 98.42% | 98.42% |
11/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 340,000 | 340,000 | 150,236 | 150,236 | 163,356 CHF | 164,866 CHF | 98.42% | 98.42% |
08/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 340,000 | 340,000 | 151,541 | 151,541 | 166,990 CHF | 168,512 CHF | 98.28% | 98.28% |
07/11/2024 | 0.96% | 1.13 CHF | 1.14 CHF | 340,000 | 340,000 | 149,906 | 149,906 | 163,377 CHF | 164,883 CHF | 97.71% | 97.71% |