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 | 0.35% | 2.90 CHF | 2.91 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 329,740 CHF | 330,883 CHF | 99.89% | 99.89% |
19/11/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 280,000 | 280,000 | 110,667 | 110,667 | 314,983 CHF | 316,092 CHF | 99.95% | 99.95% |
18/11/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 280,000 | 280,000 | 107,063 | 107,063 | 305,924 CHF | 306,997 CHF | 99.89% | 99.89% |
15/11/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 280,000 | 280,000 | 111,144 | 111,144 | 316,606 CHF | 317,721 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 305,017 CHF | 306,109 CHF | 99.76% | 99.76% |
13/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 280,000 | 280,000 | 113,507 | 113,507 | 326,143 CHF | 327,280 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 280,000 | 280,000 | 111,382 | 111,382 | 316,714 CHF | 317,830 CHF | 99.95% | 99.95% |
11/11/2024 | 0.38% | 2.78 CHF | 2.79 CHF | 270,000 | 270,000 | 102,901 | 102,901 | 279,933 CHF | 280,964 CHF | 99.35% | 99.35% |
08/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 260,000 | 260,000 | 103,099 | 103,099 | 275,214 CHF | 276,247 CHF | 99.53% | 99.53% |
07/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 260,000 | 260,000 | 108,123 | 108,123 | 294,659 CHF | 295,743 CHF | 99.86% | 99.86% |