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 | 1.18% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,877 CHF | 170,877 CHF | 100.00% | 100.00% |
19/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,952 CHF | 179,952 CHF | 99.56% | 99.56% |
18/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,195 CHF | 160,195 CHF | 99.94% | 99.94% |
15/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 163,420 CHF | 165,420 CHF | 100.00% | 100.00% |
14/11/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,410 CHF | 179,410 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,216 CHF | 187,216 CHF | 100.00% | 100.00% |
12/11/2024 | 1.14% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 174,907 CHF | 176,907 CHF | 99.98% | 99.98% |
11/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,956 CHF | 169,956 CHF | 100.00% | 100.00% |
08/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 180,430 CHF | 182,430 CHF | 98.94% | 98.94% |
07/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,853 CHF | 167,853 CHF | 85.74% | 85.74% |