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 | 0.63% | 1.60 CHF | 1.61 CHF | 210,000 | 210,000 | 97,525 | 97,525 | 157,559 CHF | 158,537 CHF | 99.90% | 99.90% |
19/11/2024 | 0.84% | 1.57 CHF | 1.58 CHF | 210,000 | 210,000 | 88,451 | 88,451 | 136,502 CHF | 137,538 CHF | 100.00% | 100.00% |
18/11/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 210,000 | 210,000 | 98,012 | 98,012 | 153,377 CHF | 154,359 CHF | 99.90% | 99.90% |
15/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 210,000 | 210,000 | 87,644 | 87,644 | 148,882 CHF | 149,762 CHF | 97.35% | 97.35% |
14/11/2024 | 0.93% | 1.79 CHF | 1.82 CHF | 100,000 | 100,000 | 63,323 | 63,323 | 113,483 CHF | 114,650 CHF | 98.81% | 98.81% |
13/11/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 88,136 | 88,136 | 158,849 CHF | 159,734 CHF | 100.00% | 100.00% |
12/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 200,000 | 200,000 | 88,246 | 88,246 | 162,193 CHF | 163,079 CHF | 97.99% | 97.99% |
11/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 88,483 | 88,483 | 161,170 CHF | 162,058 CHF | 99.50% | 99.50% |
08/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 200,000 | 200,000 | 86,552 | 86,552 | 159,986 CHF | 160,858 CHF | 96.92% | 96.92% |
07/11/2024 | 0.60% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 92,465 | 92,465 | 162,616 CHF | 163,545 CHF | 98.41% | 98.41% |