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 | 1.10% | 0.91 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 203,278 CHF | 68,509 CHF | 13.98% | 93.18% |
19/11/2024 | 1.12% | 0.95 CHF | 0.92 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 199,595 CHF | 67,282 CHF | 69.69% | 88.72% |
18/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 194,205 CHF | 65,485 CHF | 97.55% | 97.55% |
15/11/2024 | 1.13% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 198,108 CHF | 66,786 CHF | 55.73% | 96.44% |
14/11/2024 | - | 0.94 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.27% |
13/11/2024 | - | 1.07 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.23% |
12/11/2024 | - | 1.09 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.28% |
11/11/2024 | - | 1.08 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.15% |
08/11/2024 | - | 1.04 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.23% |
07/11/2024 | 1.02% | 1.05 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 292,367 CHF | 98,456 CHF | 10.15% | 98.51% |