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 | 1.34% | 1.73 CHF | 1.74 CHF | 195,000 | 195,000 | 86,996 | 86,996 | 150,876 CHF | 152,452 CHF | 99.89% | 99.89% |
19/11/2024 | 1.34% | 1.75 CHF | 1.76 CHF | 195,000 | 195,000 | 80,356 | 80,356 | 142,223 CHF | 143,667 CHF | 100.00% | 100.00% |
18/11/2024 | 1.03% | 1.82 CHF | 1.83 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 165,109 CHF | 166,511 CHF | 99.89% | 99.89% |
15/11/2024 | 0.96% | 1.87 CHF | 1.88 CHF | 205,000 | 205,000 | 91,451 | 91,451 | 171,619 CHF | 173,006 CHF | 99.90% | 99.90% |
14/11/2024 | 1.22% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 126,430 CHF | 127,466 CHF | 100.00% | 100.00% |
13/11/2024 | 1.33% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 87,827 | 87,827 | 154,482 CHF | 156,065 CHF | 100.00% | 100.00% |
12/11/2024 | 1.38% | 1.75 CHF | 1.76 CHF | 195,000 | 195,000 | 86,076 | 86,076 | 146,294 CHF | 147,844 CHF | 99.85% | 99.85% |
11/11/2024 | 1.44% | 1.66 CHF | 1.67 CHF | 190,000 | 190,000 | 83,938 | 83,938 | 136,766 CHF | 138,280 CHF | 99.61% | 99.61% |
08/11/2024 | 1.44% | 1.63 CHF | 1.64 CHF | 190,000 | 190,000 | 85,023 | 85,023 | 138,188 CHF | 139,727 CHF | 100.00% | 100.00% |
07/11/2024 | 1.39% | 1.63 CHF | 1.64 CHF | 190,000 | 190,000 | 85,392 | 85,392 | 141,211 CHF | 142,759 CHF | 100.00% | 100.00% |