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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 400,000 | 400,000 | 144,055 | 144,055 | 145,248 CHF | 146,693 CHF | 99.18% | 99.18% |
22/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 410,000 | 410,000 | 147,603 | 147,603 | 154,794 CHF | 156,272 CHF | 99.28% | 99.28% |
20/11/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 435,000 | 435,000 | 158,833 | 158,833 | 178,899 CHF | 180,491 CHF | 99.68% | 99.68% |
19/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 440,000 | 440,000 | 161,541 | 161,541 | 182,944 CHF | 184,561 CHF | 99.70% | 99.70% |
18/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 435,000 | 435,000 | 160,020 | 160,020 | 183,382 CHF | 184,985 CHF | 99.03% | 99.03% |
15/11/2024 | 0.91% | 1.15 CHF | 1.16 CHF | 435,000 | 435,000 | 156,765 | 156,765 | 177,039 CHF | 178,610 CHF | 98.76% | 98.76% |
14/11/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 420,000 | 420,000 | 149,559 | 149,559 | 160,324 CHF | 161,822 CHF | 99.05% | 99.05% |
13/11/2024 | 0.99% | 1.07 CHF | 1.08 CHF | 420,000 | 420,000 | 150,861 | 150,861 | 156,958 CHF | 158,469 CHF | 99.38% | 99.38% |
12/11/2024 | 1.04% | 1.03 CHF | 1.04 CHF | 415,000 | 415,000 | 143,707 | 143,707 | 144,299 CHF | 145,739 CHF | 98.65% | 98.65% |
11/11/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 395,000 | 395,000 | 142,396 | 142,396 | 130,553 CHF | 131,979 CHF | 99.25% | 99.25% |