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 | 2.86% | 0.80 CHF | 0.81 CHF | 195,000 | 195,000 | 86,940 | 86,940 | 69,850 CHF | 71,425 CHF | 99.89% | 99.89% |
19/11/2024 | 2.78% | 0.82 CHF | 0.83 CHF | 195,000 | 195,000 | 80,362 | 80,362 | 67,540 CHF | 68,985 CHF | 100.00% | 100.00% |
18/11/2024 | 2.08% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 89,573 | 89,573 | 81,526 CHF | 82,928 CHF | 99.89% | 99.89% |
15/11/2024 | 1.89% | 0.94 CHF | 0.95 CHF | 205,000 | 205,000 | 91,453 | 91,453 | 86,209 CHF | 87,597 CHF | 99.90% | 99.90% |
14/11/2024 | 2.47% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 68,836 | 68,836 | 62,020 CHF | 63,055 CHF | 100.00% | 100.00% |
13/11/2024 | 2.84% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 87,819 | 87,819 | 72,837 CHF | 74,420 CHF | 100.00% | 100.00% |
12/11/2024 | 3.06% | 0.82 CHF | 0.83 CHF | 195,000 | 195,000 | 86,092 | 86,092 | 66,392 CHF | 67,943 CHF | 99.85% | 99.85% |
11/11/2024 | 3.36% | 0.74 CHF | 0.75 CHF | 190,000 | 190,000 | 83,943 | 83,943 | 59,004 CHF | 60,518 CHF | 99.56% | 99.56% |
08/11/2024 | 3.29% | 0.71 CHF | 0.72 CHF | 190,000 | 190,000 | 85,336 | 85,336 | 60,273 CHF | 61,813 CHF | 99.16% | 99.16% |
07/11/2024 | 3.09% | 0.71 CHF | 0.72 CHF | 190,000 | 190,000 | 85,398 | 85,398 | 62,631 CHF | 64,179 CHF | 100.00% | 100.00% |