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 | 0.41% | 2.47 CHF | 2.48 CHF | 200,000 | 200,000 | 87,701 | 87,701 | 217,444 CHF | 218,323 CHF | 99.65% | 99.65% |
19/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 200,000 | 200,000 | 91,287 | 91,287 | 219,626 CHF | 220,540 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 200,000 | 200,000 | 88,052 | 88,052 | 214,017 CHF | 214,899 CHF | 99.54% | 99.54% |
15/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 200,000 | 200,000 | 88,026 | 88,026 | 225,967 CHF | 226,850 CHF | 99.32% | 99.32% |
14/11/2024 | 0.63% | 2.66 CHF | 2.69 CHF | 97,000 | 97,000 | 61,843 | 61,843 | 164,532 CHF | 165,668 CHF | 98.70% | 98.70% |
13/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 195,000 | 195,000 | 86,984 | 86,984 | 231,827 CHF | 232,698 CHF | 99.51% | 99.51% |
12/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 194,000 | 194,000 | 85,619 | 85,619 | 231,237 CHF | 232,094 CHF | 96.94% | 96.94% |
11/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 196,000 | 196,000 | 87,369 | 87,369 | 234,561 CHF | 235,436 CHF | 99.25% | 99.25% |
08/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 195,000 | 195,000 | 87,061 | 87,061 | 235,594 CHF | 236,469 CHF | 99.20% | 99.20% |
07/11/2024 | 0.39% | 2.71 CHF | 2.72 CHF | 194,000 | 194,000 | 88,263 | 88,263 | 231,233 CHF | 232,118 CHF | 99.72% | 99.72% |