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 | 0.51% | 2.02 CHF | 2.03 CHF | 150,000 | 150,000 | 67,525 | 67,525 | 133,615 CHF | 134,292 CHF | 99.91% | 99.91% |
19/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 152,000 | 152,000 | 67,627 | 67,627 | 133,600 CHF | 134,278 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 150,000 | 150,000 | 65,041 | 65,041 | 135,028 CHF | 135,680 CHF | 99.64% | 99.64% |
15/11/2024 | 0.55% | 2.03 CHF | 2.04 CHF | 150,000 | 150,000 | 49,865 | 49,865 | 97,351 CHF | 97,850 CHF | 98.90% | 98.90% |
14/11/2024 | 1.04% | 1.93 CHF | 1.94 CHF | 152,000 | 152,000 | 50,917 | 50,917 | 96,656 CHF | 97,231 CHF | 95.06% | 95.06% |
13/11/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 168,000 | 168,000 | 75,197 | 75,197 | 111,756 CHF | 112,510 CHF | 99.78% | 99.78% |
12/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 170,000 | 170,000 | 75,477 | 75,477 | 110,000 CHF | 110,756 CHF | 100.00% | 100.00% |
11/11/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 170,000 | 170,000 | 76,292 | 76,292 | 108,724 CHF | 109,488 CHF | 99.90% | 99.90% |
08/11/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 174,000 | 174,000 | 78,033 | 78,033 | 106,843 CHF | 107,624 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 174,000 | 174,000 | 77,459 | 77,459 | 107,536 CHF | 108,312 CHF | 99.86% | 99.86% |