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 | 1.65% | 1.40 CHF | 1.41 CHF | 195,000 | 195,000 | 86,991 | 86,991 | 121,820 CHF | 123,395 CHF | 99.89% | 99.89% |
19/11/2024 | 1.65% | 1.42 CHF | 1.43 CHF | 195,000 | 195,000 | 80,361 | 80,361 | 115,500 CHF | 116,945 CHF | 100.00% | 100.00% |
18/11/2024 | 1.26% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 89,570 | 89,570 | 135,229 CHF | 136,631 CHF | 99.89% | 99.89% |
15/11/2024 | 1.16% | 1.54 CHF | 1.55 CHF | 205,000 | 205,000 | 91,452 | 91,452 | 141,163 CHF | 142,550 CHF | 99.89% | 99.89% |
14/11/2024 | 1.49% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 68,838 | 68,838 | 103,342 CHF | 104,378 CHF | 100.00% | 100.00% |
13/11/2024 | 1.64% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 87,826 | 87,826 | 125,276 CHF | 126,859 CHF | 100.00% | 100.00% |
12/11/2024 | 1.72% | 1.42 CHF | 1.43 CHF | 195,000 | 195,000 | 86,076 | 86,076 | 117,677 CHF | 119,227 CHF | 99.85% | 99.85% |
11/11/2024 | 1.81% | 1.33 CHF | 1.34 CHF | 190,000 | 190,000 | 83,942 | 83,942 | 108,903 CHF | 110,417 CHF | 99.58% | 99.58% |
08/11/2024 | 1.80% | 1.30 CHF | 1.31 CHF | 190,000 | 190,000 | 85,311 | 85,311 | 110,557 CHF | 112,098 CHF | 99.23% | 99.23% |
07/11/2024 | 1.73% | 1.30 CHF | 1.31 CHF | 190,000 | 190,000 | 85,392 | 85,392 | 113,048 CHF | 114,596 CHF | 100.00% | 100.00% |