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 | 0.95% | 1.03 CHF | 1.04 CHF | 450,000 | 450,000 | 204,467 | 204,467 | 216,458 CHF | 218,509 CHF | 99.09% | 99.09% |
19/11/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 450,000 | 450,000 | 206,316 | 206,316 | 212,730 CHF | 214,800 CHF | 99.34% | 99.34% |
18/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450,000 | 450,000 | 203,396 | 203,396 | 219,140 CHF | 221,177 CHF | 99.31% | 99.31% |
15/11/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 440,000 | 440,000 | 188,084 | 188,084 | 215,208 CHF | 217,104 CHF | 98.13% | 98.13% |
14/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 420,000 | 420,000 | 182,471 | 182,471 | 228,273 CHF | 230,106 CHF | 98.31% | 98.31% |
13/11/2024 | 0.88% | 1.21 CHF | 1.22 CHF | 430,000 | 430,000 | 190,589 | 190,589 | 224,099 CHF | 226,013 CHF | 99.18% | 99.18% |
12/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 440,000 | 440,000 | 194,102 | 194,102 | 218,169 CHF | 220,118 CHF | 99.38% | 99.38% |
11/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 440,000 | 440,000 | 192,956 | 192,956 | 220,489 CHF | 222,428 CHF | 99.39% | 99.39% |
08/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 440,000 | 440,000 | 194,257 | 194,257 | 223,701 CHF | 225,650 CHF | 99.24% | 99.24% |
07/11/2024 | 0.91% | 1.18 CHF | 1.19 CHF | 440,000 | 440,000 | 198,801 | 198,801 | 227,679 CHF | 229,676 CHF | 99.05% | 99.05% |