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 | 0.97% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 460,955 CHF | 155,152 CHF | 90.83% | 90.83% |
19/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 462,068 CHF | 155,522 CHF | 96.33% | 96.33% |
18/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 447,940 CHF | 150,813 CHF | 96.73% | 96.73% |
15/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 451,416 CHF | 151,972 CHF | 95.55% | 95.55% |
14/11/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,331 CHF | 160,610 CHF | 98.89% | 98.89% |
13/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 488,460 CHF | 164,320 CHF | 98.86% | 98.86% |
12/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 451,824 CHF | 152,108 CHF | 98.71% | 98.71% |
11/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,099 CHF | 147,866 CHF | 98.68% | 98.68% |
08/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,729 CHF | 151,076 CHF | 98.85% | 98.85% |
07/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,439 CHF | 153,313 CHF | 98.19% | 98.19% |