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 | 1.37% | 1.69 CHF | 1.70 CHF | 195,000 | 195,000 | 86,986 | 86,986 | 147,035 CHF | 148,610 CHF | 99.89% | 99.89% |
19/11/2024 | 1.38% | 1.71 CHF | 1.72 CHF | 195,000 | 195,000 | 80,364 | 80,364 | 138,753 CHF | 140,198 CHF | 100.00% | 100.00% |
18/11/2024 | 1.05% | 1.77 CHF | 1.78 CHF | 200,000 | 200,000 | 89,574 | 89,574 | 161,231 CHF | 162,633 CHF | 99.89% | 99.89% |
15/11/2024 | 0.98% | 1.83 CHF | 1.84 CHF | 205,000 | 205,000 | 91,452 | 91,452 | 167,770 CHF | 169,157 CHF | 99.90% | 99.90% |
14/11/2024 | 1.25% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 123,351 CHF | 124,387 CHF | 100.00% | 100.00% |
13/11/2024 | 1.37% | 1.75 CHF | 1.76 CHF | 200,000 | 200,000 | 87,822 | 87,822 | 150,676 CHF | 152,259 CHF | 100.00% | 100.00% |
12/11/2024 | 1.42% | 1.71 CHF | 1.72 CHF | 195,000 | 195,000 | 86,097 | 86,097 | 142,556 CHF | 144,107 CHF | 99.85% | 99.85% |
11/11/2024 | 1.48% | 1.62 CHF | 1.63 CHF | 190,000 | 190,000 | 83,944 | 83,944 | 133,071 CHF | 134,585 CHF | 99.56% | 99.56% |
08/11/2024 | 1.47% | 1.59 CHF | 1.60 CHF | 190,000 | 190,000 | 85,332 | 85,332 | 134,852 CHF | 136,393 CHF | 99.17% | 99.17% |
07/11/2024 | 1.43% | 1.59 CHF | 1.60 CHF | 190,000 | 190,000 | 85,397 | 85,397 | 137,471 CHF | 139,019 CHF | 100.00% | 100.00% |