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 | 0.50% | 1.95 CHF | 1.96 CHF | 108,000 | 108,000 | 107,012 | 107,012 | 215,499 CHF | 216,569 CHF | 99.30% | 99.30% |
19/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 215,002 CHF | 216,075 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 104,000 | 104,000 | 104,488 | 104,488 | 215,317 CHF | 216,361 CHF | 99.89% | 99.89% |
15/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 215,152 CHF | 216,227 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108,000 | 108,000 | 107,547 | 107,547 | 213,083 CHF | 214,159 CHF | 98.51% | 98.51% |
13/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 211,680 CHF | 212,756 CHF | 99.97% | 99.97% |
12/11/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 108,000 | 108,000 | 107,551 | 107,551 | 216,319 CHF | 217,394 CHF | 99.13% | 99.13% |
11/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 104,000 | 104,000 | 106,443 | 106,443 | 217,735 CHF | 218,799 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 216,467 CHF | 217,543 CHF | 99.04% | 99.04% |
07/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 215,628 CHF | 216,663 CHF | 100.00% | 100.00% |