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 | 1.21% | 1.91 CHF | 1.92 CHF | 195,000 | 195,000 | 86,995 | 86,995 | 166,498 CHF | 168,074 CHF | 99.89% | 99.89% |
19/11/2024 | 1.22% | 1.93 CHF | 1.94 CHF | 195,000 | 195,000 | 80,365 | 80,365 | 156,593 CHF | 158,037 CHF | 100.00% | 100.00% |
18/11/2024 | 0.94% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 89,570 | 89,570 | 181,178 CHF | 182,579 CHF | 99.89% | 99.89% |
15/11/2024 | 0.87% | 2.05 CHF | 2.06 CHF | 205,000 | 205,000 | 91,451 | 91,451 | 188,092 CHF | 189,479 CHF | 99.89% | 99.89% |
14/11/2024 | 1.11% | 2.02 CHF | 2.03 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 138,825 CHF | 139,860 CHF | 100.00% | 100.00% |
13/11/2024 | 1.21% | 1.97 CHF | 1.98 CHF | 200,000 | 200,000 | 87,825 | 87,825 | 170,212 CHF | 171,795 CHF | 99.99% | 99.99% |
12/11/2024 | 1.25% | 1.93 CHF | 1.94 CHF | 195,000 | 195,000 | 86,094 | 86,094 | 161,722 CHF | 163,272 CHF | 99.87% | 99.87% |
11/11/2024 | 1.30% | 1.84 CHF | 1.85 CHF | 190,000 | 190,000 | 83,943 | 83,943 | 151,733 CHF | 153,246 CHF | 99.59% | 99.59% |
08/11/2024 | 1.29% | 1.81 CHF | 1.82 CHF | 190,000 | 190,000 | 85,313 | 85,313 | 153,625 CHF | 155,166 CHF | 99.22% | 99.22% |
07/11/2024 | 1.26% | 1.81 CHF | 1.82 CHF | 190,000 | 190,000 | 85,394 | 85,394 | 156,296 CHF | 157,844 CHF | 100.00% | 100.00% |