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 | 0.66% | 2.33 CHF | 2.34 CHF | 390,000 | 390,000 | 173,985 | 173,985 | 405,409 CHF | 407,668 CHF | 99.89% | 99.89% |
19/11/2024 | 0.69% | 2.33 CHF | 2.34 CHF | 390,000 | 390,000 | 160,708 | 160,708 | 376,820 CHF | 378,953 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 2.37 CHF | 2.38 CHF | 400,000 | 400,000 | 179,137 | 179,137 | 427,626 CHF | 429,518 CHF | 99.89% | 99.89% |
15/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 410,000 | 410,000 | 182,376 | 182,376 | 439,005 CHF | 440,832 CHF | 99.90% | 99.90% |
14/11/2024 | 0.61% | 2.39 CHF | 2.40 CHF | 400,000 | 400,000 | 137,671 | 137,671 | 328,732 CHF | 330,299 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 2.36 CHF | 2.37 CHF | 400,000 | 400,000 | 175,642 | 175,642 | 411,140 CHF | 413,415 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 2.33 CHF | 2.34 CHF | 390,000 | 390,000 | 171,626 | 171,626 | 396,361 CHF | 398,581 CHF | 99.85% | 99.85% |
11/11/2024 | 0.68% | 2.29 CHF | 2.30 CHF | 380,000 | 380,000 | 167,353 | 167,353 | 379,968 CHF | 382,136 CHF | 99.57% | 99.57% |
08/11/2024 | 0.69% | 2.26 CHF | 2.27 CHF | 380,000 | 380,000 | 170,120 | 170,120 | 383,976 CHF | 386,177 CHF | 99.19% | 99.19% |
07/11/2024 | 0.68% | 2.26 CHF | 2.27 CHF | 380,000 | 380,000 | 170,345 | 170,345 | 387,067 CHF | 389,276 CHF | 100.00% | 100.00% |