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 | 0.45% | 2.30 CHF | 2.31 CHF | 280,000 | 280,000 | 114,116 | 114,116 | 262,025 CHF | 263,168 CHF | 99.89% | 99.89% |
19/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 280,000 | 280,000 | 110,695 | 110,695 | 249,511 CHF | 250,620 CHF | 99.95% | 99.95% |
18/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 280,000 | 280,000 | 107,065 | 107,065 | 242,256 CHF | 243,329 CHF | 99.89% | 99.89% |
15/11/2024 | 0.46% | 2.28 CHF | 2.29 CHF | 280,000 | 280,000 | 111,178 | 111,178 | 250,520 CHF | 251,635 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 240,179 CHF | 241,272 CHF | 99.76% | 99.76% |
13/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 258,870 CHF | 260,007 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 280,000 | 280,000 | 111,418 | 111,418 | 250,968 CHF | 252,084 CHF | 99.95% | 99.95% |
11/11/2024 | 0.48% | 2.20 CHF | 2.21 CHF | 270,000 | 270,000 | 102,896 | 102,896 | 219,455 CHF | 220,486 CHF | 99.36% | 99.36% |
08/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 260,000 | 260,000 | 103,099 | 103,099 | 215,117 CHF | 216,150 CHF | 99.53% | 99.53% |
07/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 260,000 | 260,000 | 108,121 | 108,121 | 231,406 CHF | 232,489 CHF | 99.86% | 99.86% |