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 | 0.96% | 1.99 CHF | 2.01 CHF | 70,000 | 70,000 | 69,966 | 69,966 | 144,690 CHF | 146,090 CHF | 100.00% | 100.00% |
19/11/2024 | 1.03% | 1.99 CHF | 2.01 CHF | 70,000 | 70,000 | 69,969 | 69,969 | 135,562 CHF | 136,962 CHF | 99.84% | 99.84% |
18/11/2024 | 1.00% | 1.96 CHF | 1.98 CHF | 70,000 | 70,000 | 69,983 | 69,983 | 139,384 CHF | 140,784 CHF | 99.88% | 99.88% |
15/11/2024 | 0.97% | 2.03 CHF | 2.05 CHF | 70,000 | 70,000 | 69,948 | 69,948 | 144,171 CHF | 145,571 CHF | 99.99% | 99.99% |
14/11/2024 | 0.99% | 2.00 CHF | 2.02 CHF | 70,000 | 70,000 | 69,983 | 69,983 | 140,812 CHF | 142,212 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 2.08 CHF | 2.10 CHF | 70,000 | 70,000 | 69,971 | 69,971 | 139,239 CHF | 140,638 CHF | 100.00% | 100.00% |
12/11/2024 | 0.97% | 2.00 CHF | 2.02 CHF | 70,000 | 70,000 | 69,969 | 69,969 | 143,200 CHF | 144,600 CHF | 99.85% | 99.85% |
11/11/2024 | 0.91% | 2.14 CHF | 2.16 CHF | 70,000 | 70,000 | 69,966 | 69,966 | 152,815 CHF | 154,215 CHF | 100.00% | 100.00% |
08/11/2024 | 0.96% | 2.08 CHF | 2.10 CHF | 70,000 | 70,000 | 69,963 | 69,963 | 145,805 CHF | 147,205 CHF | 98.58% | 98.58% |
07/11/2024 | 0.97% | 2.01 CHF | 2.03 CHF | 70,000 | 70,000 | 69,961 | 69,961 | 143,311 CHF | 144,711 CHF | 99.95% | 99.95% |