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 | 1.30% | 1.79 CHF | 1.80 CHF | 195,000 | 195,000 | 86,996 | 86,996 | 155,254 CHF | 156,829 CHF | 99.89% | 99.89% |
19/11/2024 | 1.31% | 1.80 CHF | 1.81 CHF | 195,000 | 195,000 | 80,356 | 80,356 | 146,294 CHF | 147,739 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 1.87 CHF | 1.88 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 169,731 CHF | 171,133 CHF | 99.89% | 99.89% |
15/11/2024 | 0.93% | 1.92 CHF | 1.93 CHF | 205,000 | 205,000 | 91,453 | 91,453 | 176,375 CHF | 177,762 CHF | 99.90% | 99.90% |
14/11/2024 | 1.18% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 68,837 | 68,837 | 129,948 CHF | 130,984 CHF | 100.00% | 100.00% |
13/11/2024 | 1.30% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 87,830 | 87,830 | 158,926 CHF | 160,509 CHF | 100.00% | 100.00% |
12/11/2024 | 1.34% | 1.80 CHF | 1.81 CHF | 195,000 | 195,000 | 86,077 | 86,077 | 150,622 CHF | 152,172 CHF | 99.85% | 99.85% |
11/11/2024 | 1.40% | 1.71 CHF | 1.72 CHF | 190,000 | 190,000 | 83,943 | 83,943 | 140,959 CHF | 142,472 CHF | 99.56% | 99.56% |
08/11/2024 | 1.39% | 1.68 CHF | 1.69 CHF | 190,000 | 190,000 | 85,331 | 85,331 | 142,878 CHF | 144,418 CHF | 99.17% | 99.17% |
07/11/2024 | 1.35% | 1.68 CHF | 1.69 CHF | 190,000 | 190,000 | 85,396 | 85,396 | 145,468 CHF | 147,016 CHF | 100.00% | 100.00% |