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 | 0.44% | 2.28 CHF | 2.29 CHF | 550,000 | 550,000 | 532,039 | 532,039 | 1,201,100 CHF | 1,206,420 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 530,000 | 530,000 | 528,203 | 528,203 | 1,183,810 CHF | 1,189,090 CHF | 99.83% | 99.83% |
18/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 530,000 | 530,000 | 527,362 | 527,362 | 1,185,410 CHF | 1,190,690 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 530,000 | 530,000 | 519,341 | 519,341 | 1,159,050 CHF | 1,164,250 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 520,000 | 520,000 | 525,221 | 525,221 | 1,176,470 CHF | 1,181,720 CHF | 99.04% | 99.04% |
13/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 530,000 | 530,000 | 519,445 | 519,445 | 1,154,260 CHF | 1,159,460 CHF | 98.99% | 98.99% |
12/11/2024 | 0.50% | 2.20 CHF | 2.21 CHF | 520,000 | 520,000 | 479,008 | 479,008 | 1,016,330 CHF | 1,021,270 CHF | 97.75% | 97.75% |
11/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 440,000 | 440,000 | 435,188 | 435,188 | 804,185 CHF | 808,537 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 440,000 | 440,000 | 438,174 | 438,174 | 828,286 CHF | 832,668 CHF | 98.88% | 98.88% |
07/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 430,000 | 430,000 | 428,962 | 428,962 | 796,317 CHF | 800,607 CHF | 100.00% | 100.00% |