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 | 2.11% | 1.09 CHF | 1.10 CHF | 195,000 | 195,000 | 86,993 | 86,993 | 95,174 CHF | 96,749 CHF | 99.89% | 99.89% |
19/11/2024 | 2.08% | 1.11 CHF | 1.12 CHF | 195,000 | 195,000 | 80,362 | 80,362 | 90,902 CHF | 92,346 CHF | 100.00% | 100.00% |
18/11/2024 | 1.58% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 89,570 | 89,570 | 107,612 CHF | 109,014 CHF | 99.89% | 99.89% |
15/11/2024 | 1.45% | 1.23 CHF | 1.24 CHF | 205,000 | 205,000 | 91,450 | 91,450 | 112,900 CHF | 114,287 CHF | 99.89% | 99.89% |
14/11/2024 | 1.87% | 1.20 CHF | 1.21 CHF | 200,000 | 200,000 | 68,843 | 68,843 | 82,087 CHF | 83,123 CHF | 100.00% | 100.00% |
13/11/2024 | 2.10% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 87,829 | 87,829 | 98,368 CHF | 99,952 CHF | 100.00% | 100.00% |
12/11/2024 | 2.22% | 1.11 CHF | 1.12 CHF | 195,000 | 195,000 | 86,091 | 86,091 | 91,384 CHF | 92,935 CHF | 99.87% | 99.87% |
11/11/2024 | 2.37% | 1.03 CHF | 1.04 CHF | 190,000 | 190,000 | 83,933 | 83,933 | 83,285 CHF | 84,799 CHF | 99.63% | 99.63% |
08/11/2024 | 2.35% | 1.00 CHF | 1.01 CHF | 190,000 | 190,000 | 85,022 | 85,022 | 84,422 CHF | 85,962 CHF | 100.00% | 100.00% |
07/11/2024 | 2.24% | 1.00 CHF | 1.01 CHF | 190,000 | 190,000 | 85,397 | 85,397 | 87,170 CHF | 88,719 CHF | 100.00% | 100.00% |