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 | 0.50% | 2.12 CHF | 2.13 CHF | 390,000 | 390,000 | 116,749 | 116,749 | 247,047 CHF | 248,223 CHF | 96.86% | 99.26% |
19/11/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 400,000 | 400,000 | 135,629 | 135,629 | 269,028 CHF | 270,386 CHF | 99.41% | 99.41% |
18/11/2024 | 0.54% | 1.96 CHF | 1.97 CHF | 410,000 | 410,000 | 133,870 | 133,870 | 254,033 CHF | 255,373 CHF | 98.42% | 98.42% |
15/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 420,000 | 420,000 | 129,057 | 129,057 | 245,447 CHF | 246,739 CHF | 99.53% | 99.53% |
14/11/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 400,000 | 400,000 | 124,864 | 124,864 | 243,577 CHF | 244,831 CHF | 99.75% | 99.75% |
13/11/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 400,000 | 400,000 | 135,529 | 135,529 | 256,307 CHF | 257,668 CHF | 99.81% | 99.81% |
12/11/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 430,000 | 430,000 | 138,909 | 138,909 | 252,798 CHF | 254,193 CHF | 99.67% | 99.67% |
11/11/2024 | 0.62% | 1.79 CHF | 1.82 CHF | 43,000 | 43,000 | 127,463 | 127,463 | 225,391 CHF | 226,700 CHF | 99.92% | 99.92% |
08/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450,000 | 450,000 | 142,339 | 142,339 | 247,015 CHF | 248,445 CHF | 99.72% | 99.72% |
07/11/2024 | 0.61% | 1.71 CHF | 1.72 CHF | 450,000 | 450,000 | 143,473 | 143,473 | 242,311 CHF | 243,752 CHF | 99.83% | 99.83% |