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 | 2.05% | 0.49 CHF | 0.50 CHF | 230,000 | 230,000 | 220,998 | 220,998 | 106,511 CHF | 108,721 CHF | 98.80% | 98.80% |
19/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 230,000 | 230,000 | 227,572 | 227,572 | 112,979 CHF | 115,255 CHF | 98.62% | 98.62% |
18/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 220,000 | 220,000 | 219,087 | 219,087 | 104,543 CHF | 106,734 CHF | 99.39% | 99.39% |
15/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 220,000 | 220,000 | 219,087 | 219,087 | 105,464 CHF | 107,654 CHF | 99.34% | 99.34% |
14/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 223,201 | 223,201 | 111,037 CHF | 113,269 CHF | 97.44% | 97.44% |
13/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 230,000 | 230,000 | 221,156 | 221,156 | 107,991 CHF | 110,202 CHF | 98.73% | 98.73% |
12/11/2024 | 2.02% | 0.52 CHF | 0.53 CHF | 230,000 | 230,000 | 220,830 | 220,830 | 108,225 CHF | 110,433 CHF | 98.95% | 98.95% |
11/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 99,076 CHF | 101,267 CHF | 99.76% | 99.76% |
08/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 220,000 | 220,000 | 219,073 | 219,073 | 103,671 CHF | 105,862 CHF | 97.97% | 97.97% |
07/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 220,000 | 220,000 | 219,084 | 219,084 | 99,823 CHF | 102,014 CHF | 99.06% | 99.06% |