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 | 0.98% | 1.00 CHF | 1.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 608,032 CHF | 204,677 CHF | 99.03% | 99.03% |
19/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 624,650 CHF | 210,217 CHF | 99.61% | 99.61% |
18/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 670,873 CHF | 225,624 CHF | 98.67% | 98.67% |
15/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600,000 | 200,000 | 599,004 | 199,668 | 683,408 CHF | 229,800 CHF | 99.36% | 99.36% |
14/11/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 452,126 | 150,709 | 535,878 CHF | 180,133 CHF | 98.37% | 98.37% |
13/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 568,038 | 189,346 | 647,873 CHF | 217,851 CHF | 99.32% | 99.32% |
12/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 548,691 | 182,897 | 620,942 CHF | 208,810 CHF | 99.35% | 99.35% |
11/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 637,190 CHF | 214,397 CHF | 98.66% | 98.66% |
08/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 601,486 CHF | 202,495 CHF | 99.33% | 99.33% |
07/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 612,128 CHF | 206,043 CHF | 97.80% | 97.80% |