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 | 0.43% | 2.48 CHF | 2.49 CHF | 200,000 | 200,000 | 56,829 | 56,829 | 140,657 CHF | 141,230 CHF | 95.33% | 97.33% |
19/11/2024 | 0.47% | 2.27 CHF | 2.28 CHF | 200,000 | 200,000 | 71,627 | 71,627 | 158,593 CHF | 159,311 CHF | 97.83% | 97.83% |
18/11/2024 | 0.51% | 2.17 CHF | 2.18 CHF | 210,000 | 210,000 | 70,381 | 70,381 | 143,186 CHF | 143,891 CHF | 96.62% | 96.62% |
15/11/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 220,000 | 220,000 | 72,331 | 72,331 | 148,057 CHF | 148,782 CHF | 98.03% | 98.03% |
14/11/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 210,000 | 210,000 | 70,073 | 70,073 | 149,738 CHF | 150,442 CHF | 97.82% | 97.82% |
13/11/2024 | 0.51% | 2.07 CHF | 2.08 CHF | 210,000 | 210,000 | 72,170 | 72,170 | 146,428 CHF | 147,152 CHF | 98.62% | 98.62% |
12/11/2024 | 0.55% | 1.89 CHF | 1.90 CHF | 220,000 | 220,000 | 73,064 | 73,064 | 137,922 CHF | 138,656 CHF | 97.95% | 97.95% |
11/11/2024 | 0.62% | 1.83 CHF | 1.86 CHF | 22,000 | 22,000 | 67,182 | 67,182 | 120,253 CHF | 120,942 CHF | 99.05% | 99.05% |
08/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 230,000 | 230,000 | 74,521 | 74,521 | 129,718 CHF | 130,467 CHF | 98.22% | 98.22% |
07/11/2024 | 0.63% | 1.70 CHF | 1.71 CHF | 230,000 | 230,000 | 75,185 | 75,185 | 123,749 CHF | 124,504 CHF | 98.86% | 98.86% |