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 | 1.08% | 0.95 CHF | 0.96 CHF | 130,000 | 130,000 | 63,783 | 63,783 | 60,156 CHF | 60,795 CHF | 99.41% | 99.41% |
19/11/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 130,000 | 130,000 | 61,457 | 61,457 | 56,085 CHF | 56,704 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 130,000 | 130,000 | 55,101 | 55,101 | 55,774 CHF | 56,326 CHF | 99.85% | 99.85% |
15/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 130,000 | 130,000 | 60,747 | 60,747 | 59,765 CHF | 60,374 CHF | 99.72% | 99.72% |
14/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 120,000 | 120,000 | 53,416 | 53,416 | 56,451 CHF | 56,988 CHF | 98.61% | 98.61% |
13/11/2024 | 1.01% | 1.06 CHF | 1.07 CHF | 120,000 | 120,000 | 58,634 | 58,634 | 60,242 CHF | 60,831 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 130,000 | 130,000 | 56,811 | 56,811 | 58,396 CHF | 58,968 CHF | 99.19% | 99.19% |
11/11/2024 | 1.11% | 1.02 CHF | 1.03 CHF | 130,000 | 130,000 | 62,953 | 62,953 | 60,242 CHF | 60,877 CHF | 99.90% | 99.90% |
08/11/2024 | 1.25% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 65,510 | 65,510 | 54,596 CHF | 55,254 CHF | 99.06% | 99.06% |
07/11/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 140,000 | 140,000 | 65,344 | 65,344 | 55,152 CHF | 55,808 CHF | 99.68% | 99.68% |