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% | 0.98 CHF | 0.99 CHF | 410,000 | 410,000 | 185,367 | 185,367 | 182,318 CHF | 184,175 CHF | 99.90% | 99.90% |
19/11/2024 | 1.36% | 0.96 CHF | 0.97 CHF | 410,000 | 410,000 | 167,595 | 167,595 | 158,798 CHF | 160,771 CHF | 100.00% | 100.00% |
18/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 410,000 | 410,000 | 186,289 | 186,289 | 178,633 CHF | 180,500 CHF | 99.90% | 99.90% |
15/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 410,000 | 410,000 | 177,172 | 177,172 | 181,586 CHF | 183,364 CHF | 98.18% | 98.18% |
14/11/2024 | 1.55% | 1.07 CHF | 1.10 CHF | 195,000 | 195,000 | 126,675 | 126,675 | 135,923 CHF | 138,261 CHF | 98.18% | 98.18% |
13/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 400,000 | 400,000 | 176,224 | 176,224 | 189,670 CHF | 191,441 CHF | 100.00% | 100.00% |
12/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 390,000 | 390,000 | 174,405 | 174,405 | 190,781 CHF | 192,532 CHF | 97.99% | 97.99% |
11/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 400,000 | 400,000 | 176,976 | 176,976 | 192,021 CHF | 193,798 CHF | 99.50% | 99.50% |
08/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 400,000 | 400,000 | 173,679 | 173,679 | 190,568 CHF | 192,316 CHF | 97.65% | 97.65% |
07/11/2024 | 0.99% | 1.10 CHF | 1.11 CHF | 390,000 | 390,000 | 179,523 | 179,523 | 189,230 CHF | 191,034 CHF | 98.06% | 98.06% |