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 | 0.52% | 2.00 CHF | 2.01 CHF | 150,000 | 150,000 | 67,521 | 67,521 | 132,078 CHF | 132,754 CHF | 99.90% | 99.90% |
19/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 152,000 | 152,000 | 67,626 | 67,626 | 132,098 CHF | 132,775 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 150,000 | 150,000 | 65,039 | 65,039 | 133,564 CHF | 134,215 CHF | 99.64% | 99.64% |
15/11/2024 | 0.55% | 2.01 CHF | 2.02 CHF | 150,000 | 150,000 | 49,864 | 49,864 | 96,254 CHF | 96,754 CHF | 98.89% | 98.89% |
14/11/2024 | 1.05% | 1.91 CHF | 1.92 CHF | 152,000 | 152,000 | 50,874 | 50,874 | 95,475 CHF | 96,049 CHF | 95.01% | 95.01% |
13/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 168,000 | 168,000 | 75,201 | 75,201 | 110,262 CHF | 111,016 CHF | 99.78% | 99.78% |
12/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 170,000 | 170,000 | 75,478 | 75,478 | 108,528 CHF | 109,285 CHF | 100.00% | 100.00% |
11/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 170,000 | 170,000 | 76,294 | 76,294 | 107,307 CHF | 108,072 CHF | 99.90% | 99.90% |
08/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 174,000 | 174,000 | 78,033 | 78,033 | 105,365 CHF | 106,147 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 174,000 | 174,000 | 77,459 | 77,459 | 106,072 CHF | 106,848 CHF | 99.85% | 99.85% |