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% | 2.80 CHF | 2.81 CHF | 280,000 | 280,000 | 114,127 | 114,127 | 319,247 CHF | 320,390 CHF | 99.89% | 99.89% |
19/11/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 280,000 | 280,000 | 110,661 | 110,661 | 304,697 CHF | 305,806 CHF | 99.95% | 99.95% |
18/11/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 280,000 | 280,000 | 107,074 | 107,074 | 295,996 CHF | 297,069 CHF | 99.89% | 99.89% |
15/11/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 280,000 | 280,000 | 111,146 | 111,146 | 306,260 CHF | 307,375 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 270,000 | 270,000 | 109,047 | 109,047 | 294,966 CHF | 296,059 CHF | 99.76% | 99.76% |
13/11/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 315,653 CHF | 316,790 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 280,000 | 280,000 | 111,404 | 111,404 | 306,544 CHF | 307,660 CHF | 99.95% | 99.95% |
11/11/2024 | 0.39% | 2.69 CHF | 2.70 CHF | 270,000 | 270,000 | 102,890 | 102,890 | 270,469 CHF | 271,500 CHF | 99.36% | 99.36% |
08/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 260,000 | 260,000 | 103,099 | 103,099 | 265,839 CHF | 266,872 CHF | 99.53% | 99.53% |
07/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 260,000 | 260,000 | 108,129 | 108,129 | 284,846 CHF | 285,930 CHF | 99.86% | 99.86% |