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 | 0.37% | 2.77 CHF | 2.78 CHF | 280,000 | 280,000 | 114,127 | 114,127 | 314,820 CHF | 315,963 CHF | 99.89% | 99.89% |
19/11/2024 | 0.38% | 2.74 CHF | 2.75 CHF | 280,000 | 280,000 | 110,692 | 110,692 | 300,616 CHF | 301,725 CHF | 99.95% | 99.95% |
18/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 280,000 | 280,000 | 107,083 | 107,083 | 291,959 CHF | 293,032 CHF | 99.89% | 99.89% |
15/11/2024 | 0.38% | 2.74 CHF | 2.75 CHF | 280,000 | 280,000 | 111,179 | 111,179 | 302,137 CHF | 303,253 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 270,000 | 270,000 | 109,048 | 109,048 | 290,895 CHF | 291,987 CHF | 99.76% | 99.76% |
13/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 311,370 CHF | 312,507 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 2.76 CHF | 2.77 CHF | 280,000 | 280,000 | 111,406 | 111,406 | 302,351 CHF | 303,467 CHF | 99.95% | 99.95% |
11/11/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 270,000 | 270,000 | 102,895 | 102,895 | 266,785 CHF | 267,816 CHF | 99.36% | 99.36% |
08/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 262,228 CHF | 263,260 CHF | 99.53% | 99.53% |
07/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 260,000 | 260,000 | 108,129 | 108,129 | 280,888 CHF | 281,972 CHF | 99.86% | 99.86% |