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 | 1.09% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,707 CHF | 184,707 CHF | 99.53% | 99.53% |
19/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,085 CHF | 184,085 CHF | 99.56% | 99.56% |
18/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,236 CHF | 168,236 CHF | 99.57% | 99.57% |
15/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 173,354 CHF | 175,354 CHF | 98.92% | 98.92% |
14/11/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 190,248 CHF | 192,248 CHF | 98.73% | 98.73% |
13/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 204,512 CHF | 206,512 CHF | 96.69% | 96.69% |
12/11/2024 | 1.12% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 178,415 CHF | 180,415 CHF | 99.55% | 99.55% |
11/11/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,164 CHF | 184,164 CHF | 99.57% | 99.57% |
08/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,665 CHF | 186,665 CHF | 99.52% | 99.52% |
07/11/2024 | 1.21% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 164,709 CHF | 166,709 CHF | 99.24% | 99.24% |