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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 270,000 | 270,000 | 109,326 | 109,326 | 274,925 CHF | 276,025 CHF | 99.15% | 99.15% |
22/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 270,000 | 270,000 | 112,609 | 112,609 | 289,691 CHF | 290,819 CHF | 100.00% | 100.00% |
20/11/2024 | 0.40% | 2.59 CHF | 2.60 CHF | 280,000 | 280,000 | 114,133 | 114,133 | 294,480 CHF | 295,623 CHF | 99.89% | 99.89% |
19/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 280,000 | 280,000 | 110,687 | 110,687 | 280,964 CHF | 282,073 CHF | 99.95% | 99.95% |
18/11/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 280,000 | 280,000 | 107,085 | 107,085 | 272,864 CHF | 273,937 CHF | 99.89% | 99.89% |
15/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 280,000 | 280,000 | 111,181 | 111,181 | 282,293 CHF | 283,408 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 270,000 | 270,000 | 109,039 | 109,039 | 271,377 CHF | 272,469 CHF | 99.76% | 99.76% |
13/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 280,000 | 280,000 | 113,500 | 113,500 | 291,169 CHF | 292,306 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 280,000 | 280,000 | 111,410 | 111,410 | 282,622 CHF | 283,738 CHF | 99.95% | 99.95% |
11/11/2024 | 0.42% | 2.48 CHF | 2.49 CHF | 270,000 | 270,000 | 102,894 | 102,894 | 248,530 CHF | 249,560 CHF | 99.35% | 99.35% |