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 | 1.07% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 231,682 CHF | 93,673 CHF | 99.17% | 99.17% |
19/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,162 CHF | 91,465 CHF | 99.17% | 99.17% |
18/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 237,444 CHF | 95,978 CHF | 99.23% | 99.23% |
15/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 242,681 CHF | 98,072 CHF | 99.17% | 99.17% |
14/11/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,504 CHF | 92,402 CHF | 99.16% | 99.16% |
13/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 222,824 CHF | 90,130 CHF | 99.17% | 99.17% |
12/11/2024 | 1.04% | 0.90 CHF | 0.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 239,165 CHF | 96,666 CHF | 99.17% | 99.17% |
11/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 249,032 CHF | 100,613 CHF | 99.17% | 99.17% |
08/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 235,781 CHF | 95,312 CHF | 99.17% | 99.17% |
07/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 224,114 CHF | 90,645 CHF | 98.00% | 98.00% |