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 | 2.52% | 0.91 CHF | 0.92 CHF | 195,000 | 195,000 | 86,991 | 86,991 | 79,511 CHF | 81,086 CHF | 99.90% | 99.90% |
19/11/2024 | 2.47% | 0.93 CHF | 0.94 CHF | 195,000 | 195,000 | 80,363 | 80,363 | 76,518 CHF | 77,963 CHF | 100.00% | 100.00% |
18/11/2024 | 1.85% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 89,574 | 89,574 | 91,489 CHF | 92,891 CHF | 99.90% | 99.90% |
15/11/2024 | 1.69% | 1.05 CHF | 1.06 CHF | 205,000 | 205,000 | 91,454 | 91,454 | 96,404 CHF | 97,791 CHF | 99.90% | 99.90% |
14/11/2024 | 2.20% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 69,664 CHF | 70,700 CHF | 100.00% | 100.00% |
13/11/2024 | 2.50% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 87,829 | 87,829 | 82,584 CHF | 84,167 CHF | 100.00% | 100.00% |
12/11/2024 | 2.67% | 0.94 CHF | 0.95 CHF | 195,000 | 195,000 | 86,077 | 86,077 | 75,947 CHF | 77,497 CHF | 99.85% | 99.85% |
11/11/2024 | 2.90% | 0.85 CHF | 0.86 CHF | 190,000 | 190,000 | 83,950 | 83,950 | 68,349 CHF | 69,863 CHF | 99.55% | 99.55% |
08/11/2024 | 2.85% | 0.82 CHF | 0.83 CHF | 190,000 | 190,000 | 85,222 | 85,222 | 69,567 CHF | 71,107 CHF | 99.46% | 99.46% |
07/11/2024 | 2.69% | 0.82 CHF | 0.83 CHF | 190,000 | 190,000 | 85,392 | 85,392 | 72,033 CHF | 73,581 CHF | 100.00% | 100.00% |