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 | 0.46% | 2.30 CHF | 2.31 CHF | 390,000 | 390,000 | 116,483 | 116,483 | 266,908 CHF | 268,082 CHF | 96.76% | 99.02% |
19/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 400,000 | 400,000 | 135,868 | 135,868 | 293,345 CHF | 294,705 CHF | 99.26% | 99.26% |
18/11/2024 | 0.50% | 2.14 CHF | 2.15 CHF | 410,000 | 410,000 | 133,704 | 133,704 | 277,172 CHF | 278,511 CHF | 98.60% | 98.60% |
15/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 420,000 | 420,000 | 129,035 | 129,035 | 268,264 CHF | 269,556 CHF | 99.47% | 99.47% |
14/11/2024 | 0.49% | 2.13 CHF | 2.14 CHF | 400,000 | 400,000 | 123,173 | 123,173 | 262,026 CHF | 263,263 CHF | 99.14% | 99.14% |
13/11/2024 | 0.50% | 2.09 CHF | 2.10 CHF | 400,000 | 400,000 | 135,119 | 135,119 | 279,224 CHF | 280,580 CHF | 99.61% | 99.61% |
12/11/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 430,000 | 430,000 | 137,781 | 137,781 | 274,771 CHF | 276,156 CHF | 99.17% | 99.17% |
11/11/2024 | 0.56% | 1.96 CHF | 1.99 CHF | 43,000 | 43,000 | 125,907 | 125,907 | 244,587 CHF | 245,880 CHF | 99.31% | 99.31% |
08/11/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 440,000 | 440,000 | 140,773 | 140,773 | 268,790 CHF | 270,204 CHF | 99.63% | 99.63% |
07/11/2024 | 0.56% | 1.89 CHF | 1.90 CHF | 450,000 | 450,000 | 143,275 | 143,275 | 266,826 CHF | 268,265 CHF | 99.83% | 99.83% |