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 | 1.68% | 1.37 CHF | 1.38 CHF | 195,000 | 195,000 | 86,999 | 86,999 | 119,565 CHF | 121,140 CHF | 99.90% | 99.90% |
19/11/2024 | 1.68% | 1.39 CHF | 1.40 CHF | 195,000 | 195,000 | 80,362 | 80,362 | 113,398 CHF | 114,843 CHF | 100.00% | 100.00% |
18/11/2024 | 1.28% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 89,576 | 89,576 | 132,806 CHF | 134,208 CHF | 99.90% | 99.90% |
15/11/2024 | 1.18% | 1.51 CHF | 1.52 CHF | 205,000 | 205,000 | 91,454 | 91,454 | 138,629 CHF | 140,016 CHF | 99.90% | 99.90% |
14/11/2024 | 1.51% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 68,840 | 68,840 | 101,572 CHF | 102,608 CHF | 100.00% | 100.00% |
13/11/2024 | 1.68% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 87,826 | 87,826 | 122,949 CHF | 124,532 CHF | 100.00% | 100.00% |
12/11/2024 | 1.75% | 1.39 CHF | 1.40 CHF | 195,000 | 195,000 | 86,094 | 86,094 | 115,458 CHF | 117,009 CHF | 99.85% | 99.85% |
11/11/2024 | 1.85% | 1.30 CHF | 1.31 CHF | 190,000 | 190,000 | 83,947 | 83,947 | 106,718 CHF | 108,231 CHF | 99.53% | 99.53% |
08/11/2024 | 1.84% | 1.28 CHF | 1.29 CHF | 190,000 | 190,000 | 85,228 | 85,228 | 108,167 CHF | 109,708 CHF | 99.45% | 99.45% |
07/11/2024 | 1.77% | 1.28 CHF | 1.29 CHF | 190,000 | 190,000 | 85,392 | 85,392 | 110,777 CHF | 112,325 CHF | 100.00% | 100.00% |