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 | 1.45% | 1.60 CHF | 1.61 CHF | 195,000 | 195,000 | 87,000 | 87,000 | 138,799 CHF | 140,374 CHF | 99.90% | 99.90% |
19/11/2024 | 1.45% | 1.61 CHF | 1.62 CHF | 195,000 | 195,000 | 80,366 | 80,366 | 131,228 CHF | 132,672 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 89,574 | 89,574 | 152,823 CHF | 154,225 CHF | 99.90% | 99.90% |
15/11/2024 | 1.03% | 1.73 CHF | 1.74 CHF | 205,000 | 205,000 | 91,455 | 91,455 | 159,106 CHF | 160,493 CHF | 99.90% | 99.90% |
14/11/2024 | 1.32% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 68,835 | 68,835 | 116,925 CHF | 117,961 CHF | 100.00% | 100.00% |
13/11/2024 | 1.45% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 87,825 | 87,825 | 142,369 CHF | 143,952 CHF | 100.00% | 100.00% |
12/11/2024 | 1.50% | 1.62 CHF | 1.63 CHF | 195,000 | 195,000 | 86,096 | 86,096 | 134,483 CHF | 136,034 CHF | 99.86% | 99.86% |
11/11/2024 | 1.57% | 1.53 CHF | 1.54 CHF | 190,000 | 190,000 | 83,952 | 83,952 | 125,189 CHF | 126,702 CHF | 99.53% | 99.53% |
08/11/2024 | 1.56% | 1.49 CHF | 1.50 CHF | 190,000 | 190,000 | 85,229 | 85,229 | 126,838 CHF | 128,378 CHF | 99.44% | 99.44% |
07/11/2024 | 1.52% | 1.50 CHF | 1.51 CHF | 190,000 | 190,000 | 85,394 | 85,394 | 129,464 CHF | 131,012 CHF | 100.00% | 100.00% |