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 | 1.07% | 0.94 CHF | 0.95 CHF | 420,000 | 420,000 | 186,581 | 186,581 | 176,783 CHF | 178,653 CHF | 99.09% | 99.09% |
19/11/2024 | 1.40% | 0.93 CHF | 0.94 CHF | 420,000 | 420,000 | 171,157 | 171,157 | 156,133 CHF | 158,136 CHF | 98.79% | 98.79% |
18/11/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 420,000 | 420,000 | 184,983 | 184,983 | 171,076 CHF | 172,929 CHF | 97.66% | 97.66% |
15/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 410,000 | 410,000 | 185,969 | 185,969 | 183,963 CHF | 185,830 CHF | 98.56% | 98.56% |
14/11/2024 | 1.58% | 1.04 CHF | 1.07 CHF | 200,000 | 200,000 | 126,206 | 126,206 | 130,598 CHF | 132,895 CHF | 97.47% | 97.47% |
13/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 400,000 | 400,000 | 174,735 | 174,735 | 181,501 CHF | 183,255 CHF | 98.41% | 98.41% |
12/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 400,000 | 400,000 | 173,894 | 173,894 | 183,439 CHF | 185,185 CHF | 95.79% | 95.79% |
11/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 400,000 | 400,000 | 175,637 | 175,637 | 183,992 CHF | 185,755 CHF | 98.57% | 98.57% |
08/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 400,000 | 400,000 | 175,896 | 175,896 | 186,365 CHF | 188,137 CHF | 97.38% | 97.38% |
07/11/2024 | 1.03% | 1.06 CHF | 1.07 CHF | 400,000 | 400,000 | 185,936 | 185,936 | 189,310 CHF | 191,179 CHF | 99.33% | 99.33% |