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 | 0.99% | 1.56 CHF | 1.57 CHF | 390,000 | 390,000 | 173,970 | 173,970 | 271,249 CHF | 273,508 CHF | 99.89% | 99.89% |
19/11/2024 | 1.02% | 1.56 CHF | 1.57 CHF | 390,000 | 390,000 | 160,712 | 160,712 | 253,216 CHF | 255,349 CHF | 100.00% | 100.00% |
18/11/2024 | 0.69% | 1.60 CHF | 1.61 CHF | 400,000 | 400,000 | 179,141 | 179,141 | 289,132 CHF | 291,024 CHF | 99.89% | 99.89% |
15/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 410,000 | 410,000 | 182,374 | 182,374 | 297,646 CHF | 299,473 CHF | 99.89% | 99.89% |
14/11/2024 | 0.90% | 1.62 CHF | 1.63 CHF | 400,000 | 400,000 | 137,673 | 137,673 | 221,804 CHF | 223,370 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 1.58 CHF | 1.59 CHF | 400,000 | 400,000 | 175,660 | 175,660 | 275,829 CHF | 278,104 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 1.57 CHF | 1.58 CHF | 390,000 | 390,000 | 171,626 | 171,626 | 264,344 CHF | 266,564 CHF | 99.86% | 99.86% |
11/11/2024 | 1.03% | 1.52 CHF | 1.53 CHF | 380,000 | 380,000 | 167,349 | 167,349 | 251,339 CHF | 253,507 CHF | 99.58% | 99.58% |
08/11/2024 | 1.03% | 1.50 CHF | 1.51 CHF | 380,000 | 380,000 | 170,104 | 170,104 | 254,461 CHF | 256,661 CHF | 99.22% | 99.22% |
07/11/2024 | 1.02% | 1.50 CHF | 1.51 CHF | 380,000 | 380,000 | 170,349 | 170,349 | 257,194 CHF | 259,402 CHF | 100.00% | 100.00% |