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 | 0.48% | 2.12 CHF | 2.13 CHF | 280,000 | 280,000 | 114,125 | 114,125 | 241,649 CHF | 242,793 CHF | 99.89% | 99.89% |
19/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 280,000 | 280,000 | 110,687 | 110,687 | 229,777 CHF | 230,886 CHF | 99.95% | 99.95% |
18/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 280,000 | 280,000 | 107,074 | 107,074 | 223,108 CHF | 224,181 CHF | 99.89% | 99.89% |
15/11/2024 | 0.50% | 2.10 CHF | 2.11 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 230,573 CHF | 231,689 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 270,000 | 270,000 | 109,048 | 109,048 | 220,635 CHF | 221,727 CHF | 99.76% | 99.76% |
13/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 280,000 | 280,000 | 113,502 | 113,502 | 238,683 CHF | 239,820 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 280,000 | 280,000 | 111,404 | 111,404 | 231,133 CHF | 232,249 CHF | 99.95% | 99.95% |
11/11/2024 | 0.52% | 2.02 CHF | 2.03 CHF | 270,000 | 270,000 | 102,891 | 102,891 | 201,103 CHF | 202,134 CHF | 99.35% | 99.35% |
08/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 260,000 | 260,000 | 103,099 | 103,099 | 196,787 CHF | 197,819 CHF | 99.53% | 99.53% |
07/11/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 260,000 | 260,000 | 108,130 | 108,130 | 212,234 CHF | 213,317 CHF | 99.86% | 99.86% |