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% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 344,785 | 114,928 | 332,084 CHF | 111,844 CHF | 90.34% | 90.34% |
19/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 398,177 | 132,726 | 377,375 CHF | 127,119 CHF | 95.49% | 95.49% |
18/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 304,998 CHF | 102,666 CHF | 94.34% | 94.34% |
15/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300,000 | 100,000 | 303,504 | 101,168 | 283,872 CHF | 95,636 CHF | 94.66% | 94.66% |
14/11/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 449,001 | 149,667 | 410,816 CHF | 138,435 CHF | 97.41% | 97.41% |
13/11/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 449,848 | 149,949 | 404,324 CHF | 136,274 CHF | 96.77% | 96.77% |
12/11/2024 | 1.04% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 356,811 | 118,937 | 340,186 CHF | 114,585 CHF | 93.20% | 93.20% |
11/11/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 322,198 | 107,399 | 321,163 CHF | 108,128 CHF | 95.50% | 95.50% |
08/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,111 CHF | 144,870 CHF | 98.15% | 98.15% |
07/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 310,881 CHF | 104,627 CHF | 97.69% | 97.69% |