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 | 0.96% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 156,010 CHF | 157,510 CHF | 99.17% | 99.17% |
19/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 136,492 CHF | 137,992 CHF | 99.16% | 99.16% |
18/11/2024 | 0.92% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 162,821 CHF | 164,321 CHF | 99.22% | 99.22% |
15/11/2024 | 0.83% | 1.09 CHF | 1.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 179,643 CHF | 181,143 CHF | 99.16% | 99.16% |
14/11/2024 | 0.75% | 1.46 CHF | 1.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 199,037 CHF | 200,537 CHF | 99.03% | 99.03% |
13/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 182,909 CHF | 184,409 CHF | 99.16% | 99.16% |
12/11/2024 | 0.69% | 1.26 CHF | 1.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 218,252 CHF | 219,752 CHF | 99.16% | 99.16% |
11/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 258,647 CHF | 260,147 CHF | 99.16% | 99.16% |
08/11/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 230,072 CHF | 231,572 CHF | 99.17% | 99.17% |
07/11/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 267,777 CHF | 269,277 CHF | 90.59% | 90.59% |