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 | 0.55% | 1.89 CHF | 1.90 CHF | 165,000 | 165,000 | 72,207 | 72,207 | 133,058 CHF | 133,782 CHF | 99.57% | 99.57% |
19/11/2024 | 0.58% | 1.81 CHF | 1.82 CHF | 160,000 | 160,000 | 71,487 | 71,487 | 132,698 CHF | 133,426 CHF | 99.24% | 99.24% |
18/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 170,000 | 170,000 | 75,913 | 75,913 | 147,523 CHF | 148,284 CHF | 99.90% | 99.90% |
15/11/2024 | 0.53% | 1.98 CHF | 1.99 CHF | 170,000 | 170,000 | 69,353 | 69,353 | 136,132 CHF | 136,827 CHF | 91.93% | 91.93% |
14/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 150,000 | 150,000 | 66,100 | 66,100 | 113,360 CHF | 114,030 CHF | 99.72% | 99.72% |
13/11/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 70,322 | 70,322 | 125,878 CHF | 126,583 CHF | 99.93% | 99.93% |
12/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 160,000 | 160,000 | 70,286 | 70,286 | 126,018 CHF | 126,722 CHF | 99.92% | 99.92% |
11/11/2024 | 0.71% | 1.78 CHF | 1.79 CHF | 155,000 | 155,000 | 63,858 | 63,858 | 112,179 CHF | 112,874 CHF | 99.90% | 99.90% |
08/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 150,000 | 150,000 | 69,243 | 69,243 | 117,572 CHF | 118,266 CHF | 97.44% | 97.44% |
07/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 160,000 | 160,000 | 71,183 | 71,183 | 127,159 CHF | 127,872 CHF | 100.00% | 100.00% |