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 | 0.49% | 1.99 CHF | 2.00 CHF | 130,000 | 130,000 | 121,130 | 121,130 | 245,947 CHF | 247,158 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 255,283 CHF | 256,583 CHF | 99.83% | 99.83% |
18/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 130,000 | 130,000 | 128,133 | 128,133 | 255,588 CHF | 256,869 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120,000 | 120,000 | 122,595 | 122,595 | 248,508 CHF | 249,734 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 129,005 | 129,005 | 258,624 CHF | 259,914 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 120,000 | 120,000 | 126,492 | 126,492 | 252,339 CHF | 253,604 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 122,198 | 122,198 | 247,129 CHF | 248,351 CHF | 99.86% | 99.86% |
11/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 250,708 CHF | 251,908 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 244,853 CHF | 246,053 CHF | 98.88% | 98.88% |
07/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 123,476 | 123,476 | 249,629 CHF | 250,863 CHF | 100.00% | 100.00% |