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 | 0.91% | 1.02 CHF | 1.03 CHF | 180,000 | 180,000 | 81,867 | 81,867 | 89,243 CHF | 90,065 CHF | 98.66% | 98.66% |
19/11/2024 | 0.99% | 1.10 CHF | 1.11 CHF | 180,000 | 180,000 | 85,588 | 85,588 | 88,057 CHF | 88,915 CHF | 99.18% | 99.18% |
18/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 180,000 | 180,000 | 84,044 | 84,044 | 95,615 CHF | 96,458 CHF | 99.19% | 99.19% |
15/11/2024 | 0.76% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 77,772 | 77,772 | 102,230 CHF | 103,014 CHF | 97.37% | 97.37% |
14/11/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 170,000 | 170,000 | 70,421 | 70,421 | 111,228 CHF | 111,936 CHF | 98.22% | 98.22% |
13/11/2024 | 0.75% | 1.50 CHF | 1.51 CHF | 170,000 | 170,000 | 77,891 | 77,891 | 108,642 CHF | 109,425 CHF | 98.50% | 98.50% |
12/11/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 170,000 | 170,000 | 79,391 | 79,391 | 100,535 CHF | 101,331 CHF | 98.98% | 98.98% |
11/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 78,551 | 78,551 | 103,815 CHF | 104,604 CHF | 98.94% | 98.94% |
08/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 170,000 | 170,000 | 78,892 | 78,892 | 107,025 CHF | 107,817 CHF | 99.31% | 99.31% |
07/11/2024 | 0.80% | 1.42 CHF | 1.43 CHF | 180,000 | 180,000 | 82,630 | 82,630 | 110,513 CHF | 111,344 CHF | 98.67% | 98.67% |