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 | 0.82% | 2.82 CHF | 2.83 CHF | 195,000 | 195,000 | 86,988 | 86,988 | 245,291 CHF | 246,866 CHF | 99.90% | 99.90% |
19/11/2024 | 0.84% | 2.83 CHF | 2.84 CHF | 195,000 | 195,000 | 80,357 | 80,357 | 229,262 CHF | 230,707 CHF | 100.00% | 100.00% |
18/11/2024 | 0.65% | 2.90 CHF | 2.91 CHF | 200,000 | 200,000 | 89,574 | 89,574 | 262,533 CHF | 263,935 CHF | 99.89% | 99.89% |
15/11/2024 | 0.61% | 2.96 CHF | 2.97 CHF | 205,000 | 205,000 | 91,454 | 91,454 | 271,350 CHF | 272,737 CHF | 99.90% | 99.90% |
14/11/2024 | 0.76% | 2.93 CHF | 2.94 CHF | 200,000 | 200,000 | 68,840 | 68,840 | 201,473 CHF | 202,509 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 2.87 CHF | 2.88 CHF | 200,000 | 200,000 | 87,823 | 87,823 | 249,614 CHF | 251,197 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 2.84 CHF | 2.85 CHF | 195,000 | 195,000 | 86,094 | 86,094 | 239,516 CHF | 241,066 CHF | 99.85% | 99.85% |
11/11/2024 | 0.86% | 2.74 CHF | 2.75 CHF | 190,000 | 190,000 | 83,947 | 83,947 | 227,410 CHF | 228,924 CHF | 99.55% | 99.55% |
08/11/2024 | 0.86% | 2.70 CHF | 2.71 CHF | 190,000 | 190,000 | 85,222 | 85,222 | 229,770 CHF | 231,310 CHF | 99.46% | 99.46% |
07/11/2024 | 0.85% | 2.70 CHF | 2.71 CHF | 190,000 | 190,000 | 85,399 | 85,399 | 232,780 CHF | 234,329 CHF | 100.00% | 100.00% |