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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.70% | 2.24 CHF | 2.25 CHF | 150,000 | 150,000 | 83,493 | 83,493 | 185,909 CHF | 187,061 CHF | 100.00% | 100.00% |
20/11/2024 | 0.72% | 2.10 CHF | 2.11 CHF | 160,000 | 160,000 | 85,146 | 85,146 | 183,818 CHF | 184,991 CHF | 99.89% | 99.89% |
19/11/2024 | 0.68% | 2.23 CHF | 2.24 CHF | 150,000 | 150,000 | 87,397 | 87,397 | 188,811 CHF | 189,981 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.20 CHF | 2.21 CHF | 150,000 | 150,000 | 89,487 | 89,487 | 188,072 CHF | 188,969 CHF | 99.89% | 99.89% |
15/11/2024 | 0.72% | 2.04 CHF | 2.05 CHF | 160,000 | 160,000 | 90,868 | 90,868 | 189,517 CHF | 190,764 CHF | 99.90% | 99.90% |
14/11/2024 | 0.50% | 2.13 CHF | 2.14 CHF | 160,000 | 160,000 | 89,868 | 89,868 | 185,724 CHF | 186,626 CHF | 99.35% | 99.35% |
13/11/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 160,000 | 160,000 | 90,131 | 90,131 | 178,968 CHF | 179,873 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 2.05 CHF | 2.06 CHF | 160,000 | 160,000 | 90,147 | 90,147 | 180,227 CHF | 181,132 CHF | 99.88% | 99.88% |
11/11/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 160,000 | 160,000 | 90,261 | 90,261 | 184,692 CHF | 185,598 CHF | 99.65% | 99.65% |
08/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 160,000 | 160,000 | 89,703 | 89,703 | 191,367 CHF | 192,267 CHF | 98.58% | 98.58% |