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 | 0.70% | 1.42 CHF | 1.43 CHF | 210,000 | 210,000 | 97,526 | 97,526 | 140,151 CHF | 141,128 CHF | 99.90% | 99.90% |
19/11/2024 | 0.94% | 1.39 CHF | 1.40 CHF | 210,000 | 210,000 | 88,455 | 88,455 | 120,812 CHF | 121,848 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 210,000 | 210,000 | 98,011 | 98,011 | 135,868 CHF | 136,850 CHF | 99.90% | 99.90% |
15/11/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 210,000 | 210,000 | 87,394 | 87,394 | 132,800 CHF | 133,677 CHF | 86.44% | 86.44% |
14/11/2024 | 1.04% | 1.61 CHF | 1.64 CHF | 100,000 | 100,000 | 63,592 | 63,592 | 102,537 CHF | 103,718 CHF | 96.84% | 96.84% |
13/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 88,136 | 88,136 | 143,093 CHF | 143,978 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 88,245 | 88,245 | 146,502 CHF | 147,389 CHF | 97.99% | 97.99% |
11/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 88,483 | 88,483 | 145,486 CHF | 146,374 CHF | 99.50% | 99.50% |
08/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 84,188 | 84,188 | 140,847 CHF | 141,695 CHF | 92.69% | 92.69% |
07/11/2024 | 0.67% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 90,343 | 90,343 | 142,718 CHF | 143,627 CHF | 88.12% | 88.12% |