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 | 0.39% | 2.60 CHF | 2.61 CHF | 280,000 | 280,000 | 114,119 | 114,119 | 295,672 CHF | 296,816 CHF | 99.89% | 99.89% |
19/11/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 280,000 | 280,000 | 110,656 | 110,656 | 282,069 CHF | 283,177 CHF | 99.95% | 99.95% |
18/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 280,000 | 280,000 | 107,067 | 107,067 | 273,948 CHF | 275,021 CHF | 99.89% | 99.89% |
15/11/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 280,000 | 280,000 | 111,152 | 111,152 | 283,374 CHF | 284,489 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 272,438 CHF | 273,530 CHF | 99.76% | 99.76% |
13/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 280,000 | 280,000 | 113,507 | 113,507 | 292,396 CHF | 293,533 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.60 CHF | 2.61 CHF | 280,000 | 280,000 | 111,347 | 111,347 | 283,620 CHF | 284,736 CHF | 99.95% | 99.95% |
11/11/2024 | 0.42% | 2.49 CHF | 2.50 CHF | 270,000 | 270,000 | 102,896 | 102,896 | 249,483 CHF | 250,514 CHF | 99.35% | 99.35% |
08/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 260,000 | 260,000 | 103,111 | 103,111 | 245,031 CHF | 246,064 CHF | 99.53% | 99.53% |
07/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 260,000 | 260,000 | 108,129 | 108,129 | 262,848 CHF | 263,931 CHF | 99.86% | 99.86% |