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% | 2.94 CHF | 2.95 CHF | 280,000 | 280,000 | 114,115 | 114,115 | 334,634 CHF | 335,778 CHF | 99.89% | 99.89% |
19/11/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 280,000 | 280,000 | 110,695 | 110,695 | 319,866 CHF | 320,975 CHF | 99.95% | 99.95% |
18/11/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 280,000 | 280,000 | 107,063 | 107,063 | 310,554 CHF | 311,626 CHF | 99.89% | 99.89% |
15/11/2024 | 0.36% | 2.92 CHF | 2.93 CHF | 280,000 | 280,000 | 111,178 | 111,178 | 321,626 CHF | 322,741 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 309,971 CHF | 311,063 CHF | 99.76% | 99.76% |
13/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 331,014 CHF | 332,151 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 280,000 | 280,000 | 111,409 | 111,409 | 321,707 CHF | 322,823 CHF | 99.95% | 99.95% |
11/11/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 270,000 | 270,000 | 102,896 | 102,896 | 284,561 CHF | 285,592 CHF | 99.35% | 99.35% |
08/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 279,929 CHF | 280,962 CHF | 99.53% | 99.53% |
07/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 260,000 | 260,000 | 108,128 | 108,128 | 299,440 CHF | 300,523 CHF | 99.86% | 99.86% |