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 | 0.55% | 1.91 CHF | 1.92 CHF | 150,000 | 150,000 | 67,520 | 67,520 | 125,858 CHF | 126,534 CHF | 99.91% | 99.91% |
19/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 152,000 | 152,000 | 67,626 | 67,626 | 125,872 CHF | 126,550 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 150,000 | 150,000 | 65,042 | 65,042 | 127,606 CHF | 128,258 CHF | 99.64% | 99.64% |
15/11/2024 | 0.58% | 1.92 CHF | 1.93 CHF | 150,000 | 150,000 | 49,864 | 49,864 | 91,621 CHF | 92,121 CHF | 98.90% | 98.90% |
14/11/2024 | 1.11% | 1.81 CHF | 1.82 CHF | 152,000 | 152,000 | 50,980 | 50,980 | 90,955 CHF | 91,529 CHF | 95.10% | 95.10% |
13/11/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 168,000 | 168,000 | 75,204 | 75,204 | 103,204 CHF | 103,958 CHF | 99.78% | 99.78% |
12/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 170,000 | 170,000 | 75,480 | 75,480 | 101,430 CHF | 102,186 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 170,000 | 170,000 | 76,297 | 76,297 | 100,086 CHF | 100,850 CHF | 99.90% | 99.90% |
08/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 174,000 | 174,000 | 78,033 | 78,033 | 98,054 CHF | 98,836 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 174,000 | 174,000 | 77,460 | 77,460 | 98,758 CHF | 99,534 CHF | 99.86% | 99.86% |