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 | 0.42% | 2.47 CHF | 2.48 CHF | 280,000 | 280,000 | 114,129 | 114,129 | 280,596 CHF | 281,740 CHF | 99.89% | 99.89% |
19/11/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 280,000 | 280,000 | 110,693 | 110,693 | 267,502 CHF | 268,611 CHF | 99.95% | 99.95% |
18/11/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 280,000 | 280,000 | 107,084 | 107,084 | 259,794 CHF | 260,867 CHF | 99.89% | 99.89% |
15/11/2024 | 0.43% | 2.44 CHF | 2.45 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 268,652 CHF | 269,768 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 270,000 | 270,000 | 109,049 | 109,049 | 258,062 CHF | 259,154 CHF | 99.76% | 99.76% |
13/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 280,000 | 280,000 | 113,505 | 113,505 | 277,386 CHF | 278,523 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 280,000 | 280,000 | 111,417 | 111,417 | 269,074 CHF | 270,190 CHF | 99.95% | 99.95% |
11/11/2024 | 0.45% | 2.36 CHF | 2.37 CHF | 270,000 | 270,000 | 102,902 | 102,902 | 236,082 CHF | 237,113 CHF | 99.35% | 99.35% |
08/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 231,664 CHF | 232,697 CHF | 99.53% | 99.53% |
07/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 260,000 | 260,000 | 108,128 | 108,128 | 248,791 CHF | 249,875 CHF | 99.86% | 99.86% |