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 | 0.38% | 2.72 CHF | 2.73 CHF | 280,000 | 280,000 | 114,130 | 114,130 | 309,180 CHF | 310,324 CHF | 99.89% | 99.89% |
19/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 280,000 | 280,000 | 110,661 | 110,661 | 295,046 CHF | 296,154 CHF | 99.95% | 99.95% |
18/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 280,000 | 280,000 | 107,075 | 107,075 | 286,594 CHF | 287,666 CHF | 99.89% | 99.89% |
15/11/2024 | 0.39% | 2.69 CHF | 2.70 CHF | 280,000 | 280,000 | 111,145 | 111,145 | 296,478 CHF | 297,592 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 285,356 CHF | 286,448 CHF | 99.76% | 99.76% |
13/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 280,000 | 280,000 | 113,502 | 113,502 | 305,768 CHF | 306,906 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 280,000 | 280,000 | 111,407 | 111,407 | 296,832 CHF | 297,948 CHF | 99.95% | 99.95% |
11/11/2024 | 0.40% | 2.61 CHF | 2.62 CHF | 270,000 | 270,000 | 102,895 | 102,895 | 261,586 CHF | 262,617 CHF | 99.35% | 99.35% |
08/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 257,021 CHF | 258,054 CHF | 99.53% | 99.53% |
07/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 260,000 | 260,000 | 108,126 | 108,126 | 275,385 CHF | 276,468 CHF | 99.86% | 99.86% |