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 | 1.41% | 1.64 CHF | 1.65 CHF | 195,000 | 195,000 | 86,994 | 86,994 | 142,990 CHF | 144,565 CHF | 99.89% | 99.89% |
19/11/2024 | 1.42% | 1.66 CHF | 1.67 CHF | 195,000 | 195,000 | 80,365 | 80,365 | 134,917 CHF | 136,362 CHF | 100.00% | 100.00% |
18/11/2024 | 1.08% | 1.72 CHF | 1.73 CHF | 200,000 | 200,000 | 89,569 | 89,569 | 156,890 CHF | 158,291 CHF | 99.89% | 99.89% |
15/11/2024 | 1.00% | 1.78 CHF | 1.79 CHF | 205,000 | 205,000 | 91,451 | 91,451 | 163,301 CHF | 164,689 CHF | 99.89% | 99.89% |
14/11/2024 | 1.28% | 1.75 CHF | 1.76 CHF | 200,000 | 200,000 | 68,838 | 68,838 | 120,128 CHF | 121,164 CHF | 100.00% | 100.00% |
13/11/2024 | 1.41% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 87,824 | 87,824 | 146,507 CHF | 148,090 CHF | 100.00% | 100.00% |
12/11/2024 | 1.46% | 1.66 CHF | 1.67 CHF | 195,000 | 195,000 | 86,096 | 86,096 | 138,519 CHF | 140,070 CHF | 99.85% | 99.85% |
11/11/2024 | 1.53% | 1.57 CHF | 1.58 CHF | 190,000 | 190,000 | 83,941 | 83,941 | 129,164 CHF | 130,678 CHF | 99.60% | 99.60% |
08/11/2024 | 1.52% | 1.54 CHF | 1.55 CHF | 190,000 | 190,000 | 85,304 | 85,304 | 131,005 CHF | 132,545 CHF | 99.25% | 99.25% |
07/11/2024 | 1.47% | 1.54 CHF | 1.55 CHF | 190,000 | 190,000 | 85,394 | 85,394 | 133,527 CHF | 135,075 CHF | 100.00% | 100.00% |