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 | 0.47% | 2.13 CHF | 2.14 CHF | 210,000 | 210,000 | 97,526 | 97,526 | 208,968 CHF | 209,945 CHF | 99.90% | 99.90% |
19/11/2024 | 0.62% | 2.10 CHF | 2.11 CHF | 210,000 | 210,000 | 88,456 | 88,456 | 183,097 CHF | 184,133 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.13 CHF | 2.14 CHF | 210,000 | 210,000 | 98,011 | 98,011 | 205,133 CHF | 206,115 CHF | 99.90% | 99.90% |
15/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200,000 | 200,000 | 86,116 | 86,116 | 191,985 CHF | 192,850 CHF | 96.86% | 96.86% |
14/11/2024 | 0.72% | 2.32 CHF | 2.35 CHF | 100,000 | 100,000 | 63,329 | 63,329 | 147,041 CHF | 148,208 CHF | 98.76% | 98.76% |
13/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 88,136 | 88,136 | 205,207 CHF | 206,093 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.36 CHF | 2.37 CHF | 200,000 | 200,000 | 88,318 | 88,318 | 208,730 CHF | 209,616 CHF | 97.80% | 97.80% |
11/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 88,490 | 88,490 | 207,530 CHF | 208,418 CHF | 99.50% | 99.50% |
08/11/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 200,000 | 200,000 | 86,568 | 86,568 | 205,007 CHF | 205,879 CHF | 97.12% | 97.12% |
07/11/2024 | 0.46% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 92,054 | 92,054 | 209,693 CHF | 210,618 CHF | 97.83% | 97.83% |