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 | 1.95% | 1.19 CHF | 1.20 CHF | 195,000 | 195,000 | 86,994 | 86,994 | 103,200 CHF | 104,775 CHF | 99.89% | 99.89% |
19/11/2024 | 1.93% | 1.21 CHF | 1.22 CHF | 195,000 | 195,000 | 80,356 | 80,356 | 98,440 CHF | 99,884 CHF | 100.00% | 100.00% |
18/11/2024 | 1.46% | 1.27 CHF | 1.28 CHF | 200,000 | 200,000 | 89,571 | 89,571 | 116,062 CHF | 117,464 CHF | 99.89% | 99.89% |
15/11/2024 | 1.35% | 1.32 CHF | 1.33 CHF | 205,000 | 205,000 | 91,449 | 91,449 | 121,438 CHF | 122,826 CHF | 99.89% | 99.89% |
14/11/2024 | 1.73% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 88,641 CHF | 89,677 CHF | 100.00% | 100.00% |
13/11/2024 | 1.94% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 87,838 | 87,838 | 106,484 CHF | 108,067 CHF | 99.92% | 99.92% |
12/11/2024 | 2.04% | 1.21 CHF | 1.22 CHF | 195,000 | 195,000 | 86,094 | 86,094 | 99,428 CHF | 100,979 CHF | 99.85% | 99.85% |
11/11/2024 | 2.17% | 1.12 CHF | 1.13 CHF | 190,000 | 190,000 | 83,936 | 83,936 | 91,143 CHF | 92,657 CHF | 99.62% | 99.62% |
08/11/2024 | 2.15% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 85,021 | 85,021 | 92,322 CHF | 93,862 CHF | 100.00% | 100.00% |
07/11/2024 | 2.05% | 1.09 CHF | 1.10 CHF | 190,000 | 190,000 | 85,392 | 85,392 | 95,076 CHF | 96,624 CHF | 100.00% | 100.00% |