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 | 107,013 | 107,013 | 215,000 CHF | 216,071 CHF | 99.43% | 99.43% |
19/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 214,505 CHF | 215,577 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 104,000 | 104,000 | 104,489 | 104,489 | 214,818 CHF | 215,863 CHF | 99.88% | 99.88% |
15/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 214,901 CHF | 215,977 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 212,582 CHF | 213,657 CHF | 98.59% | 98.59% |
13/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 211,187 CHF | 212,263 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 108,000 | 108,000 | 107,553 | 107,553 | 215,798 CHF | 216,873 CHF | 99.36% | 99.36% |
11/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 104,000 | 104,000 | 106,443 | 106,443 | 217,286 CHF | 218,351 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 216,237 CHF | 217,313 CHF | 99.05% | 99.05% |
07/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 215,107 CHF | 216,142 CHF | 100.00% | 100.00% |