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 | 1.22% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,139 CHF | 165,139 CHF | 99.81% | 99.81% |
19/11/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 143,600 CHF | 145,600 CHF | 99.72% | 99.72% |
18/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,924 CHF | 159,924 CHF | 99.71% | 99.71% |
15/11/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,051 CHF | 179,051 CHF | 99.81% | 99.81% |
14/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,573 CHF | 186,573 CHF | 99.81% | 99.81% |
13/11/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,874 CHF | 179,874 CHF | 99.81% | 99.81% |
12/11/2024 | 1.01% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,673 CHF | 198,673 CHF | 99.51% | 99.51% |
11/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 211,105 CHF | 213,105 CHF | 99.72% | 99.72% |
08/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 198,708 CHF | 200,708 CHF | 99.81% | 99.81% |
07/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 210,204 CHF | 212,204 CHF | 95.70% | 95.70% |