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 | 2.15% | 0.45 CHF | 0.46 CHF | 196,000 | 196,000 | 195,633 | 195,633 | 90,131 CHF | 92,087 CHF | 100.00% | 100.00% |
19/11/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 196,000 | 196,000 | 195,585 | 195,585 | 91,334 CHF | 93,290 CHF | 100.00% | 100.00% |
18/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 104,146 CHF | 106,066 CHF | 100.00% | 100.00% |
15/11/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 194,000 | 194,000 | 192,124 | 192,124 | 103,485 CHF | 105,406 CHF | 100.00% | 100.00% |
14/11/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 190,000 | 190,000 | 191,384 | 191,384 | 105,881 CHF | 107,794 CHF | 100.00% | 100.00% |
13/11/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 194,000 | 194,000 | 193,068 | 192,998 | 100,011 CHF | 101,904 CHF | 100.00% | 100.00% |
12/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 192,000 | 192,000 | 192,000 | 192,000 | 103,963 CHF | 105,883 CHF | 99.87% | 99.87% |
11/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 190,000 | 190,000 | 188,571 | 188,571 | 113,810 CHF | 115,696 CHF | 99.69% | 99.69% |
08/11/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 190,000 | 190,000 | 189,376 | 189,376 | 113,699 CHF | 115,592 CHF | 98.81% | 98.81% |
07/11/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 118,522 CHF | 120,402 CHF | 100.00% | 100.00% |