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% | 0.94 CHF | 0.95 CHF | 280,000 | 280,000 | 152,653 | 152,653 | 149,171 CHF | 150,701 CHF | 99.77% | 99.77% |
19/11/2024 | 1.23% | 0.97 CHF | 0.98 CHF | 280,000 | 280,000 | 149,172 | 149,172 | 138,673 CHF | 140,346 CHF | 99.54% | 99.54% |
18/11/2024 | 1.12% | 0.93 CHF | 0.94 CHF | 290,000 | 290,000 | 162,441 | 162,441 | 147,916 CHF | 149,543 CHF | 99.90% | 99.90% |
15/11/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 290,000 | 290,000 | 157,926 | 157,926 | 146,305 CHF | 147,887 CHF | 83.14% | 83.14% |
14/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 280,000 | 280,000 | 150,242 | 150,242 | 151,669 CHF | 153,230 CHF | 94.16% | 94.16% |
13/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 270,000 | 270,000 | 149,024 | 149,024 | 157,190 CHF | 158,687 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 280,000 | 280,000 | 149,533 | 149,533 | 156,439 CHF | 157,940 CHF | 99.72% | 99.72% |
11/11/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 280,000 | 280,000 | 151,286 | 151,286 | 154,555 CHF | 156,074 CHF | 99.90% | 99.90% |
08/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 280,000 | 280,000 | 147,980 | 147,980 | 151,864 CHF | 153,351 CHF | 92.35% | 92.35% |
07/11/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 280,000 | 280,000 | 159,292 | 159,292 | 158,952 CHF | 160,552 CHF | 88.84% | 88.84% |