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 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 87,848 | 87,848 | 201,223 CHF | 202,103 CHF | 99.90% | 99.90% |
19/11/2024 | 0.46% | 2.25 CHF | 2.26 CHF | 200,000 | 200,000 | 91,303 | 91,303 | 202,540 CHF | 203,455 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 88,119 | 88,119 | 197,553 CHF | 198,436 CHF | 99.60% | 99.60% |
15/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 200,000 | 200,000 | 88,478 | 88,478 | 210,402 CHF | 211,290 CHF | 99.73% | 99.73% |
14/11/2024 | 0.67% | 2.47 CHF | 2.50 CHF | 97,000 | 97,000 | 61,923 | 61,923 | 153,032 CHF | 154,172 CHF | 98.95% | 98.95% |
13/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 195,000 | 195,000 | 87,006 | 87,006 | 215,575 CHF | 216,447 CHF | 99.86% | 99.86% |
12/11/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 194,000 | 194,000 | 86,699 | 86,699 | 217,924 CHF | 218,792 CHF | 97.95% | 97.95% |
11/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 196,000 | 196,000 | 87,504 | 87,504 | 218,548 CHF | 219,424 CHF | 99.38% | 99.38% |
08/11/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 195,000 | 195,000 | 87,067 | 87,067 | 219,482 CHF | 220,357 CHF | 99.20% | 99.20% |
07/11/2024 | 0.42% | 2.52 CHF | 2.53 CHF | 194,000 | 194,000 | 88,282 | 88,282 | 214,935 CHF | 215,820 CHF | 99.74% | 99.74% |