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 | 0.87% | 1.80 CHF | 1.81 CHF | 150,000 | 150,000 | 83,489 | 83,489 | 149,051 CHF | 150,204 CHF | 100.00% | 100.00% |
20/11/2024 | 0.83% | 1.66 CHF | 1.67 CHF | 160,000 | 160,000 | 85,147 | 85,147 | 146,584 CHF | 147,688 CHF | 99.90% | 99.90% |
19/11/2024 | 0.64% | 1.79 CHF | 1.80 CHF | 150,000 | 150,000 | 87,393 | 87,393 | 150,637 CHF | 151,564 CHF | 100.00% | 100.00% |
18/11/2024 | 0.62% | 1.76 CHF | 1.77 CHF | 160,000 | 160,000 | 90,890 | 90,890 | 151,383 CHF | 152,294 CHF | 99.90% | 99.90% |
15/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 160,000 | 160,000 | 90,868 | 90,868 | 149,654 CHF | 150,565 CHF | 99.90% | 99.90% |
14/11/2024 | 0.64% | 1.69 CHF | 1.70 CHF | 160,000 | 160,000 | 89,842 | 89,842 | 146,218 CHF | 147,120 CHF | 99.36% | 99.36% |
13/11/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 160,000 | 160,000 | 90,128 | 90,128 | 139,724 CHF | 140,629 CHF | 100.00% | 100.00% |
12/11/2024 | 0.66% | 1.62 CHF | 1.63 CHF | 160,000 | 160,000 | 90,190 | 90,190 | 141,136 CHF | 142,041 CHF | 99.67% | 99.67% |
11/11/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 160,000 | 160,000 | 90,260 | 90,260 | 145,521 CHF | 146,426 CHF | 99.65% | 99.65% |
08/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 160,000 | 160,000 | 89,741 | 89,741 | 152,835 CHF | 153,735 CHF | 98.82% | 98.82% |