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 | 1.47% | 1.04 CHF | 1.05 CHF | 390,000 | 390,000 | 173,990 | 173,990 | 182,208 CHF | 184,467 CHF | 99.89% | 99.89% |
19/11/2024 | 1.51% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 160,723 | 160,723 | 170,831 CHF | 172,965 CHF | 99.97% | 99.97% |
18/11/2024 | 1.01% | 1.09 CHF | 1.10 CHF | 400,000 | 400,000 | 179,144 | 179,144 | 197,105 CHF | 198,998 CHF | 99.89% | 99.89% |
15/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 410,000 | 410,000 | 182,377 | 182,377 | 203,794 CHF | 205,621 CHF | 99.90% | 99.90% |
14/11/2024 | 1.32% | 1.10 CHF | 1.11 CHF | 400,000 | 400,000 | 137,680 | 137,680 | 151,205 CHF | 152,772 CHF | 100.00% | 100.00% |
13/11/2024 | 1.46% | 1.07 CHF | 1.08 CHF | 400,000 | 400,000 | 175,653 | 175,653 | 185,954 CHF | 188,229 CHF | 100.00% | 100.00% |
12/11/2024 | 1.51% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 171,591 | 171,591 | 176,612 CHF | 178,831 CHF | 99.84% | 99.84% |
11/11/2024 | 1.57% | 1.01 CHF | 1.02 CHF | 380,000 | 380,000 | 167,350 | 167,350 | 165,958 CHF | 168,126 CHF | 99.58% | 99.58% |
08/11/2024 | 1.56% | 0.99 CHF | 1.00 CHF | 380,000 | 380,000 | 170,116 | 170,116 | 168,025 CHF | 170,226 CHF | 99.20% | 99.20% |
07/11/2024 | 1.52% | 0.99 CHF | 1.00 CHF | 380,000 | 380,000 | 170,232 | 170,232 | 170,725 CHF | 172,933 CHF | 99.95% | 99.95% |