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 | 0.39% | 2.57 CHF | 2.58 CHF | 550,000 | 550,000 | 532,036 | 532,036 | 1,354,230 CHF | 1,359,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 530,000 | 530,000 | 528,196 | 528,196 | 1,336,470 CHF | 1,341,750 CHF | 99.85% | 99.85% |
18/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 530,000 | 530,000 | 527,361 | 527,361 | 1,338,400 CHF | 1,343,680 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 530,000 | 530,000 | 519,345 | 519,345 | 1,309,560 CHF | 1,314,750 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 520,000 | 520,000 | 525,213 | 525,213 | 1,328,440 CHF | 1,333,690 CHF | 99.04% | 99.04% |
13/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 530,000 | 530,000 | 519,444 | 519,444 | 1,305,150 CHF | 1,310,340 CHF | 98.99% | 98.99% |
12/11/2024 | 0.44% | 2.49 CHF | 2.50 CHF | 520,000 | 520,000 | 479,011 | 479,011 | 1,155,350 CHF | 1,160,290 CHF | 97.76% | 97.76% |
11/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 440,000 | 440,000 | 435,191 | 435,191 | 930,689 CHF | 935,041 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 440,000 | 440,000 | 438,175 | 438,175 | 955,462 CHF | 959,844 CHF | 98.88% | 98.88% |
07/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 430,000 | 430,000 | 428,959 | 428,959 | 921,798 CHF | 926,088 CHF | 100.00% | 100.00% |