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 | 0.48% | 2.21 CHF | 2.22 CHF | 390,000 | 390,000 | 114,332 | 114,332 | 251,967 CHF | 253,119 CHF | 96.01% | 98.35% |
19/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 400,000 | 400,000 | 134,905 | 134,905 | 279,475 CHF | 280,826 CHF | 98.98% | 98.98% |
18/11/2024 | 0.52% | 2.05 CHF | 2.06 CHF | 410,000 | 410,000 | 133,291 | 133,291 | 264,672 CHF | 266,007 CHF | 97.67% | 97.67% |
15/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 420,000 | 420,000 | 126,848 | 126,848 | 252,548 CHF | 253,818 CHF | 98.48% | 98.48% |
14/11/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 400,000 | 400,000 | 123,416 | 123,416 | 251,625 CHF | 252,864 CHF | 99.00% | 99.00% |
13/11/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 400,000 | 400,000 | 134,978 | 134,978 | 267,090 CHF | 268,445 CHF | 99.45% | 99.45% |
12/11/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 430,000 | 430,000 | 137,741 | 137,741 | 262,778 CHF | 264,162 CHF | 98.89% | 98.89% |
11/11/2024 | 0.59% | 1.88 CHF | 1.91 CHF | 43,000 | 43,000 | 126,169 | 126,169 | 234,067 CHF | 235,362 CHF | 98.88% | 98.88% |
08/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 440,000 | 440,000 | 138,231 | 138,231 | 251,975 CHF | 253,363 CHF | 98.92% | 98.92% |
07/11/2024 | 0.58% | 1.80 CHF | 1.81 CHF | 450,000 | 450,000 | 141,870 | 141,870 | 251,905 CHF | 253,330 CHF | 99.32% | 99.32% |