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 | 1.18% | 1.98 CHF | 1.99 CHF | 195,000 | 195,000 | 86,993 | 86,993 | 171,782 CHF | 173,357 CHF | 99.89% | 99.89% |
19/11/2024 | 1.19% | 1.99 CHF | 2.00 CHF | 195,000 | 195,000 | 80,362 | 80,362 | 161,539 CHF | 162,984 CHF | 100.00% | 100.00% |
18/11/2024 | 0.91% | 2.06 CHF | 2.07 CHF | 200,000 | 200,000 | 89,570 | 89,570 | 186,786 CHF | 188,188 CHF | 99.89% | 99.89% |
15/11/2024 | 0.85% | 2.11 CHF | 2.12 CHF | 205,000 | 205,000 | 91,451 | 91,451 | 193,872 CHF | 195,259 CHF | 99.89% | 99.89% |
14/11/2024 | 1.07% | 2.09 CHF | 2.10 CHF | 200,000 | 200,000 | 68,843 | 68,843 | 143,098 CHF | 144,134 CHF | 100.00% | 100.00% |
13/11/2024 | 1.17% | 2.03 CHF | 2.04 CHF | 200,000 | 200,000 | 87,824 | 87,824 | 175,590 CHF | 177,173 CHF | 100.00% | 100.00% |
12/11/2024 | 1.21% | 1.99 CHF | 2.00 CHF | 195,000 | 195,000 | 86,094 | 86,094 | 166,975 CHF | 168,525 CHF | 99.85% | 99.85% |
11/11/2024 | 1.26% | 1.90 CHF | 1.91 CHF | 190,000 | 190,000 | 83,936 | 83,936 | 156,817 CHF | 158,331 CHF | 99.59% | 99.59% |
08/11/2024 | 1.25% | 1.87 CHF | 1.88 CHF | 190,000 | 190,000 | 85,311 | 85,311 | 158,751 CHF | 160,292 CHF | 99.23% | 99.23% |
07/11/2024 | 1.22% | 1.87 CHF | 1.88 CHF | 190,000 | 190,000 | 85,392 | 85,392 | 161,453 CHF | 163,002 CHF | 100.00% | 100.00% |