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 | 0.85% | 1.15 CHF | 1.16 CHF | 340,000 | 340,000 | 152,712 | 152,712 | 181,488 CHF | 183,021 CHF | 97.47% | 97.47% |
19/11/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 340,000 | 340,000 | 154,619 | 154,619 | 178,439 CHF | 179,990 CHF | 97.22% | 97.22% |
18/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 340,000 | 340,000 | 151,907 | 151,907 | 184,041 CHF | 185,563 CHF | 96.72% | 96.72% |
15/11/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 340,000 | 340,000 | 144,990 | 144,990 | 189,383 CHF | 190,845 CHF | 96.04% | 96.04% |
14/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 330,000 | 330,000 | 136,292 | 136,292 | 196,778 CHF | 198,147 CHF | 96.22% | 96.22% |
13/11/2024 | 0.77% | 1.40 CHF | 1.41 CHF | 330,000 | 330,000 | 148,586 | 148,586 | 199,992 CHF | 201,485 CHF | 98.31% | 98.31% |
12/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 330,000 | 330,000 | 150,398 | 150,398 | 192,377 CHF | 193,886 CHF | 98.14% | 98.14% |
11/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 330,000 | 330,000 | 147,699 | 147,699 | 192,784 CHF | 194,268 CHF | 97.53% | 97.53% |
08/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 330,000 | 330,000 | 150,307 | 150,307 | 197,880 CHF | 199,389 CHF | 98.95% | 98.95% |
07/11/2024 | 0.80% | 1.35 CHF | 1.36 CHF | 330,000 | 330,000 | 148,698 | 148,698 | 194,121 CHF | 195,616 CHF | 97.72% | 97.72% |