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 | 1.92% | 1.21 CHF | 1.22 CHF | 195,000 | 195,000 | 86,988 | 86,988 | 104,889 CHF | 106,464 CHF | 99.89% | 99.89% |
19/11/2024 | 1.90% | 1.23 CHF | 1.24 CHF | 195,000 | 195,000 | 80,364 | 80,364 | 100,043 CHF | 101,488 CHF | 100.00% | 100.00% |
18/11/2024 | 1.44% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 117,870 CHF | 119,272 CHF | 99.89% | 99.89% |
15/11/2024 | 1.33% | 1.34 CHF | 1.35 CHF | 205,000 | 205,000 | 91,454 | 91,454 | 123,336 CHF | 124,723 CHF | 99.90% | 99.90% |
14/11/2024 | 1.71% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 90,017 CHF | 91,053 CHF | 100.00% | 100.00% |
13/11/2024 | 1.91% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 87,821 | 87,821 | 108,190 CHF | 109,773 CHF | 100.00% | 100.00% |
12/11/2024 | 2.00% | 1.23 CHF | 1.24 CHF | 195,000 | 195,000 | 86,094 | 86,094 | 101,090 CHF | 102,640 CHF | 99.85% | 99.85% |
11/11/2024 | 2.13% | 1.14 CHF | 1.15 CHF | 190,000 | 190,000 | 83,948 | 83,948 | 92,722 CHF | 94,236 CHF | 99.56% | 99.56% |
08/11/2024 | 2.11% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 85,331 | 85,331 | 94,241 CHF | 95,782 CHF | 99.17% | 99.17% |
07/11/2024 | 2.02% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 85,396 | 85,396 | 96,690 CHF | 98,238 CHF | 100.00% | 100.00% |