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 | 0.74% | 2.40 CHF | 2.41 CHF | 200,000 | 200,000 | 89,140 | 89,140 | 214,291 CHF | 215,640 CHF | 99.90% | 99.90% |
19/11/2024 | 0.75% | 2.38 CHF | 2.39 CHF | 200,000 | 200,000 | 89,173 | 89,173 | 212,694 CHF | 214,043 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 2.49 CHF | 2.50 CHF | 200,000 | 200,000 | 88,891 | 88,891 | 219,536 CHF | 220,882 CHF | 99.90% | 99.90% |
15/11/2024 | 0.73% | 2.51 CHF | 2.52 CHF | 190,000 | 190,000 | 87,824 | 87,824 | 217,199 CHF | 218,535 CHF | 99.90% | 99.90% |
14/11/2024 | 1.25% | 2.48 CHF | 2.49 CHF | 200,000 | 200,000 | 65,677 | 65,677 | 163,523 CHF | 164,751 CHF | 96.40% | 96.40% |
13/11/2024 | 0.70% | 2.54 CHF | 2.55 CHF | 190,000 | 190,000 | 85,126 | 85,126 | 216,725 CHF | 218,014 CHF | 99.92% | 99.92% |
12/11/2024 | 0.70% | 2.55 CHF | 2.56 CHF | 190,000 | 190,000 | 84,496 | 84,496 | 216,265 CHF | 217,542 CHF | 100.00% | 100.00% |
11/11/2024 | 0.71% | 2.53 CHF | 2.54 CHF | 190,000 | 190,000 | 85,235 | 85,235 | 217,904 CHF | 219,197 CHF | 99.83% | 99.83% |
08/11/2024 | 0.73% | 2.48 CHF | 2.49 CHF | 200,000 | 200,000 | 88,744 | 88,744 | 219,486 CHF | 220,827 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 2.46 CHF | 2.47 CHF | 200,000 | 200,000 | 89,159 | 89,159 | 219,708 CHF | 221,057 CHF | 100.00% | 100.00% |