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 | 1.31% | 2.22 CHF | 2.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 170,418 CHF | 172,668 CHF | 98.82% | 98.82% |
19/11/2024 | 0.89% | 2.21 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,676 CHF | 169,176 CHF | 99.84% | 99.84% |
18/11/2024 | 0.98% | 2.26 CHF | 2.28 CHF | 75,000 | 75,000 | 70,274 | 70,274 | 156,039 CHF | 157,539 CHF | 95.61% | 95.61% |
15/11/2024 | 0.91% | 2.21 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,414 CHF | 164,914 CHF | 95.52% | 95.52% |
14/11/2024 | 0.95% | 2.15 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,393 CHF | 157,893 CHF | 99.57% | 99.57% |
13/11/2024 | 1.01% | 2.01 CHF | 2.03 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 148,813 CHF | 150,312 CHF | 99.32% | 99.32% |
12/11/2024 | 1.00% | 1.91 CHF | 1.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,286 CHF | 150,786 CHF | 99.36% | 99.36% |
11/11/2024 | 0.95% | 2.10 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,667 CHF | 158,167 CHF | 93.97% | 93.97% |
08/11/2024 | 1.01% | 1.96 CHF | 1.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,875 CHF | 149,375 CHF | 99.79% | 99.79% |
07/11/2024 | 0.98% | 2.07 CHF | 2.09 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 154,253 CHF | 155,753 CHF | 96.70% | 96.70% |