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 | 1.04% | 0.91 CHF | 0.92 CHF | 190,000 | 190,000 | 104,398 | 104,398 | 100,847 CHF | 101,893 CHF | 99.77% | 99.77% |
19/11/2024 | 1.28% | 0.95 CHF | 0.96 CHF | 190,000 | 190,000 | 101,098 | 101,098 | 90,180 CHF | 91,314 CHF | 99.54% | 99.54% |
18/11/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 115,545 | 115,545 | 100,448 CHF | 101,605 CHF | 99.90% | 99.90% |
15/11/2024 | 1.13% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 108,547 | 108,547 | 96,441 CHF | 97,529 CHF | 99.68% | 99.68% |
14/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 180,000 | 180,000 | 95,011 | 95,011 | 96,200 CHF | 97,186 CHF | 100.00% | 100.00% |
13/11/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 180,000 | 180,000 | 95,903 | 95,903 | 104,380 CHF | 105,343 CHF | 100.00% | 100.00% |
12/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 180,000 | 180,000 | 96,812 | 96,812 | 104,534 CHF | 105,506 CHF | 99.90% | 99.90% |
11/11/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 180,000 | 180,000 | 102,150 | 102,150 | 106,085 CHF | 107,110 CHF | 99.90% | 99.90% |
08/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 180,000 | 180,000 | 96,887 | 96,887 | 101,884 CHF | 102,858 CHF | 98.77% | 98.77% |
07/11/2024 | 1.02% | 1.04 CHF | 1.05 CHF | 190,000 | 190,000 | 106,586 | 106,586 | 108,190 CHF | 109,260 CHF | 100.00% | 100.00% |