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 | 0.94% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 475,181 CHF | 159,894 CHF | 98.88% | 98.88% |
19/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 485,265 CHF | 163,255 CHF | 98.86% | 98.86% |
18/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,989 CHF | 172,830 CHF | 96.59% | 96.59% |
15/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 522,094 CHF | 175,531 CHF | 99.37% | 99.37% |
14/11/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 538,365 CHF | 180,955 CHF | 99.38% | 99.38% |
13/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 520,948 CHF | 175,149 CHF | 96.86% | 96.86% |
12/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 519,081 CHF | 174,527 CHF | 96.87% | 96.87% |
11/11/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 493,511 CHF | 166,004 CHF | 96.89% | 96.89% |
08/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 469,958 CHF | 158,153 CHF | 93.42% | 93.42% |
07/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 476,932 CHF | 160,477 CHF | 97.89% | 97.89% |