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 | 0.84% | 1.23 CHF | 1.24 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 139,074 CHF | 140,217 CHF | 99.89% | 99.89% |
19/11/2024 | 0.87% | 1.21 CHF | 1.22 CHF | 280,000 | 280,000 | 110,693 | 110,693 | 130,737 CHF | 131,846 CHF | 99.95% | 99.95% |
18/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 280,000 | 280,000 | 107,070 | 107,070 | 126,775 CHF | 127,848 CHF | 99.89% | 99.89% |
15/11/2024 | 0.88% | 1.20 CHF | 1.21 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 130,333 CHF | 131,448 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 270,000 | 270,000 | 109,039 | 109,039 | 122,281 CHF | 123,374 CHF | 99.76% | 99.76% |
13/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 136,896 CHF | 138,033 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 1.23 CHF | 1.24 CHF | 280,000 | 280,000 | 111,380 | 111,380 | 131,381 CHF | 132,497 CHF | 99.95% | 99.95% |
11/11/2024 | 0.96% | 1.12 CHF | 1.13 CHF | 270,000 | 270,000 | 102,891 | 102,891 | 109,284 CHF | 110,315 CHF | 99.36% | 99.36% |
08/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 105,645 CHF | 106,678 CHF | 99.53% | 99.53% |
07/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 260,000 | 260,000 | 108,130 | 108,130 | 116,439 CHF | 117,523 CHF | 99.86% | 99.86% |