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 | 1.00% | 1.95 CHF | 1.96 CHF | 126,000 | 126,000 | 44,343 | 44,343 | 82,873 CHF | 83,485 CHF | 99.78% | 99.78% |
19/11/2024 | 1.00% | 1.78 CHF | 1.79 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 80,214 CHF | 80,833 CHF | 100.00% | 100.00% |
18/11/2024 | 0.97% | 1.83 CHF | 1.84 CHF | 128,000 | 128,000 | 44,544 | 44,544 | 82,141 CHF | 82,754 CHF | 99.90% | 99.90% |
15/11/2024 | 0.94% | 1.87 CHF | 1.88 CHF | 128,000 | 128,000 | 43,874 | 43,874 | 83,454 CHF | 84,056 CHF | 100.00% | 100.00% |
14/11/2024 | 0.94% | 2.01 CHF | 2.02 CHF | 124,000 | 124,000 | 42,399 | 42,399 | 82,815 CHF | 83,391 CHF | 100.00% | 100.00% |
13/11/2024 | 0.95% | 1.90 CHF | 1.91 CHF | 126,000 | 126,000 | 44,146 | 44,146 | 83,997 CHF | 84,605 CHF | 100.00% | 100.00% |
12/11/2024 | 0.91% | 1.92 CHF | 1.93 CHF | 126,000 | 126,000 | 43,804 | 43,804 | 85,116 CHF | 85,716 CHF | 100.00% | 100.00% |
11/11/2024 | 0.91% | 2.08 CHF | 2.09 CHF | 124,000 | 124,000 | 43,142 | 43,142 | 87,311 CHF | 87,903 CHF | 99.77% | 99.77% |
08/11/2024 | 1.47% | 2.02 CHF | 2.03 CHF | 126,000 | 126,000 | 35,234 | 35,234 | 68,860 CHF | 69,404 CHF | 99.07% | 99.07% |
07/11/2024 | 0.79% | 2.37 CHF | 2.38 CHF | 118,000 | 118,000 | 41,176 | 41,176 | 95,564 CHF | 96,129 CHF | 99.85% | 99.85% |