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 | 1.72% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 199,597 | 199,597 | 115,396 CHF | 117,392 CHF | 99.48% | 99.48% |
19/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 205,000 | 205,000 | 203,401 | 203,401 | 125,819 CHF | 127,853 CHF | 99.41% | 99.41% |
18/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 199,175 | 199,175 | 112,288 CHF | 114,280 CHF | 99.90% | 99.90% |
15/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 199,175 | 199,175 | 116,232 CHF | 118,224 CHF | 100.00% | 100.00% |
14/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 201,617 | 201,617 | 124,665 CHF | 126,681 CHF | 98.65% | 98.65% |
13/11/2024 | 1.56% | 0.68 CHF | 0.69 CHF | 205,000 | 205,000 | 203,633 | 203,633 | 130,132 CHF | 132,168 CHF | 100.00% | 100.00% |
12/11/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 205,000 | 205,000 | 199,775 | 199,775 | 118,242 CHF | 120,240 CHF | 99.88% | 99.88% |
11/11/2024 | 1.64% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 199,745 | 199,745 | 120,593 CHF | 122,590 CHF | 100.00% | 100.00% |
08/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 205,000 | 205,000 | 203,525 | 203,525 | 135,228 CHF | 137,263 CHF | 98.50% | 98.50% |
07/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 195,141 | 195,141 | 109,102 CHF | 111,053 CHF | 100.00% | 100.00% |