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 | 0.57% | 1.78 CHF | 1.79 CHF | 210,000 | 210,000 | 97,528 | 97,528 | 174,450 CHF | 175,427 CHF | 99.90% | 99.90% |
19/11/2024 | 0.75% | 1.74 CHF | 1.75 CHF | 210,000 | 210,000 | 88,452 | 88,452 | 151,805 CHF | 152,841 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 1.77 CHF | 1.78 CHF | 210,000 | 210,000 | 98,013 | 98,013 | 170,348 CHF | 171,330 CHF | 99.90% | 99.90% |
15/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 210,000 | 210,000 | 84,974 | 84,974 | 159,276 CHF | 160,129 CHF | 86.33% | 86.33% |
14/11/2024 | 0.89% | 1.96 CHF | 1.99 CHF | 100,000 | 100,000 | 64,373 | 64,373 | 126,403 CHF | 127,648 CHF | 87.67% | 87.67% |
13/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 200,000 | 200,000 | 88,135 | 88,135 | 173,989 CHF | 174,874 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 88,243 | 88,243 | 177,391 CHF | 178,277 CHF | 97.99% | 97.99% |
11/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 200,000 | 200,000 | 88,490 | 88,490 | 176,361 CHF | 177,250 CHF | 99.50% | 99.50% |
08/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 82,860 | 82,860 | 167,311 CHF | 168,145 CHF | 92.63% | 92.63% |
07/11/2024 | 0.54% | 2.02 CHF | 2.03 CHF | 200,000 | 200,000 | 92,476 | 92,476 | 178,407 CHF | 179,337 CHF | 88.52% | 88.52% |