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 | 0.61% | 2.93 CHF | 2.94 CHF | 200,000 | 200,000 | 89,141 | 89,141 | 261,195 CHF | 262,544 CHF | 99.90% | 99.90% |
19/11/2024 | 0.61% | 2.91 CHF | 2.92 CHF | 200,000 | 200,000 | 89,173 | 89,173 | 259,483 CHF | 260,831 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 3.02 CHF | 3.03 CHF | 200,000 | 200,000 | 88,892 | 88,892 | 266,399 CHF | 267,745 CHF | 99.90% | 99.90% |
15/11/2024 | 0.60% | 3.04 CHF | 3.05 CHF | 190,000 | 190,000 | 87,823 | 87,823 | 263,627 CHF | 264,963 CHF | 99.90% | 99.90% |
14/11/2024 | 1.03% | 3.01 CHF | 3.02 CHF | 200,000 | 200,000 | 65,660 | 65,660 | 198,102 CHF | 199,330 CHF | 96.46% | 96.46% |
13/11/2024 | 0.58% | 3.06 CHF | 3.07 CHF | 190,000 | 190,000 | 85,130 | 85,130 | 261,386 CHF | 262,674 CHF | 99.92% | 99.92% |
12/11/2024 | 0.58% | 3.07 CHF | 3.08 CHF | 190,000 | 190,000 | 84,500 | 84,500 | 260,472 CHF | 261,749 CHF | 100.00% | 100.00% |
11/11/2024 | 0.59% | 3.05 CHF | 3.06 CHF | 190,000 | 190,000 | 85,238 | 85,238 | 262,347 CHF | 263,641 CHF | 99.83% | 99.83% |
08/11/2024 | 0.60% | 2.99 CHF | 3.00 CHF | 200,000 | 200,000 | 88,745 | 88,745 | 265,366 CHF | 266,706 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 2.97 CHF | 2.98 CHF | 200,000 | 200,000 | 89,157 | 89,157 | 265,902 CHF | 267,251 CHF | 100.00% | 100.00% |