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 | 1.07% | 2.16 CHF | 2.17 CHF | 195,000 | 195,000 | 86,991 | 86,991 | 188,238 CHF | 189,813 CHF | 99.90% | 99.90% |
19/11/2024 | 1.08% | 2.18 CHF | 2.19 CHF | 195,000 | 195,000 | 80,364 | 80,364 | 176,649 CHF | 178,093 CHF | 100.00% | 100.00% |
18/11/2024 | 0.83% | 2.25 CHF | 2.26 CHF | 200,000 | 200,000 | 89,576 | 89,576 | 203,709 CHF | 205,111 CHF | 99.90% | 99.90% |
15/11/2024 | 0.78% | 2.30 CHF | 2.31 CHF | 205,000 | 205,000 | 91,454 | 91,454 | 211,175 CHF | 212,563 CHF | 99.90% | 99.90% |
14/11/2024 | 0.99% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 156,104 CHF | 157,140 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 2.22 CHF | 2.23 CHF | 200,000 | 200,000 | 87,821 | 87,821 | 192,133 CHF | 193,716 CHF | 100.00% | 100.00% |
12/11/2024 | 1.10% | 2.18 CHF | 2.19 CHF | 195,000 | 195,000 | 86,097 | 86,097 | 183,134 CHF | 184,684 CHF | 99.85% | 99.85% |
11/11/2024 | 1.14% | 2.09 CHF | 2.10 CHF | 190,000 | 190,000 | 83,949 | 83,949 | 172,554 CHF | 174,067 CHF | 99.53% | 99.53% |
08/11/2024 | 1.14% | 2.05 CHF | 2.06 CHF | 190,000 | 190,000 | 85,228 | 85,228 | 174,556 CHF | 176,096 CHF | 99.44% | 99.44% |
07/11/2024 | 1.11% | 2.06 CHF | 2.07 CHF | 190,000 | 190,000 | 85,397 | 85,397 | 177,337 CHF | 178,885 CHF | 100.00% | 100.00% |