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 | 1.10% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 181,558 CHF | 183,558 CHF | 99.48% | 99.48% |
19/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,644 CHF | 197,644 CHF | 99.56% | 99.56% |
18/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,094 CHF | 199,094 CHF | 99.53% | 99.53% |
15/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,412 CHF | 199,412 CHF | 98.85% | 98.85% |
14/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 191,531 CHF | 193,531 CHF | 99.54% | 99.54% |
13/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,005 CHF | 199,005 CHF | 97.25% | 97.25% |
12/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,565 CHF | 187,565 CHF | 99.56% | 99.56% |
11/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 180,750 CHF | 182,750 CHF | 99.51% | 99.51% |
08/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,425 CHF | 187,425 CHF | 99.49% | 99.49% |
07/11/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,001 CHF | 100,001 CHF | 99.55% | 99.55% |