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 | 2.30% | 1.00 CHF | 1.01 CHF | 195,000 | 195,000 | 86,996 | 86,996 | 87,379 CHF | 88,954 CHF | 99.89% | 99.89% |
19/11/2024 | 2.26% | 1.02 CHF | 1.03 CHF | 195,000 | 195,000 | 80,363 | 80,363 | 83,790 CHF | 85,234 CHF | 100.00% | 100.00% |
18/11/2024 | 1.70% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 89,572 | 89,572 | 99,610 CHF | 101,012 CHF | 99.89% | 99.89% |
15/11/2024 | 1.56% | 1.14 CHF | 1.15 CHF | 205,000 | 205,000 | 91,451 | 91,451 | 104,707 CHF | 106,094 CHF | 99.90% | 99.90% |
14/11/2024 | 2.02% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 75,924 CHF | 76,960 CHF | 100.00% | 100.00% |
13/11/2024 | 2.28% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 87,823 | 87,823 | 90,499 CHF | 92,082 CHF | 100.00% | 100.00% |
12/11/2024 | 2.42% | 1.03 CHF | 1.04 CHF | 195,000 | 195,000 | 86,095 | 86,095 | 83,721 CHF | 85,272 CHF | 99.87% | 99.87% |
11/11/2024 | 2.61% | 0.94 CHF | 0.95 CHF | 190,000 | 190,000 | 83,942 | 83,942 | 75,882 CHF | 77,396 CHF | 99.58% | 99.58% |
08/11/2024 | 2.57% | 0.91 CHF | 0.92 CHF | 190,000 | 190,000 | 85,321 | 85,321 | 77,279 CHF | 78,820 CHF | 99.20% | 99.20% |
07/11/2024 | 2.44% | 0.91 CHF | 0.92 CHF | 190,000 | 190,000 | 85,399 | 85,399 | 79,677 CHF | 81,225 CHF | 100.00% | 100.00% |