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 | 0.38% | 2.67 CHF | 2.68 CHF | 550,000 | 550,000 | 532,028 | 532,028 | 1,405,500 CHF | 1,410,820 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 530,000 | 530,000 | 528,204 | 528,204 | 1,387,160 CHF | 1,392,440 CHF | 99.88% | 99.88% |
18/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 530,000 | 530,000 | 527,360 | 527,360 | 1,389,780 CHF | 1,395,060 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 530,000 | 530,000 | 519,346 | 519,346 | 1,360,190 CHF | 1,365,380 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 520,000 | 520,000 | 525,223 | 525,223 | 1,379,740 CHF | 1,384,990 CHF | 99.04% | 99.04% |
13/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 530,000 | 530,000 | 519,441 | 519,441 | 1,355,370 CHF | 1,360,570 CHF | 98.99% | 98.99% |
12/11/2024 | 0.42% | 2.59 CHF | 2.60 CHF | 520,000 | 520,000 | 479,017 | 479,017 | 1,201,990 CHF | 1,206,940 CHF | 97.79% | 97.79% |
11/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 440,000 | 440,000 | 435,191 | 435,191 | 972,965 CHF | 977,317 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 440,000 | 440,000 | 438,175 | 438,175 | 998,078 CHF | 1,002,460 CHF | 98.93% | 98.93% |
07/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 430,000 | 430,000 | 428,957 | 428,957 | 963,756 CHF | 968,046 CHF | 100.00% | 100.00% |