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 | 0.94% | 0.99 CHF | 1.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 159,714 CHF | 53,738 CHF | 99.38% | 99.38% |
19/11/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 141,458 CHF | 47,653 CHF | 99.38% | 99.38% |
18/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 149,828 CHF | 50,443 CHF | 99.38% | 99.38% |
15/11/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 158,495 CHF | 53,332 CHF | 99.34% | 99.34% |
14/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 152,435 CHF | 51,312 CHF | 99.38% | 99.38% |
13/11/2024 | 0.99% | 1.09 CHF | 1.10 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 151,243 CHF | 50,914 CHF | 99.37% | 99.37% |
12/11/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 158,937 CHF | 53,479 CHF | 99.14% | 99.14% |
11/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 178,145 CHF | 59,882 CHF | 99.13% | 99.13% |
08/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 165,012 CHF | 55,504 CHF | 99.38% | 99.38% |
07/11/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 159,352 CHF | 53,617 CHF | 98.56% | 98.56% |