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 | 0.46% | 2.21 CHF | 2.22 CHF | 280,000 | 280,000 | 114,123 | 114,123 | 251,858 CHF | 253,002 CHF | 99.89% | 99.89% |
19/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 280,000 | 280,000 | 110,691 | 110,691 | 239,644 CHF | 240,753 CHF | 99.95% | 99.95% |
18/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 280,000 | 280,000 | 107,076 | 107,076 | 232,694 CHF | 233,767 CHF | 99.89% | 99.89% |
15/11/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 280,000 | 280,000 | 111,177 | 111,177 | 240,548 CHF | 241,663 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 230,411 CHF | 231,503 CHF | 99.76% | 99.76% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 248,777 CHF | 249,914 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 2.21 CHF | 2.22 CHF | 280,000 | 280,000 | 111,416 | 111,416 | 241,062 CHF | 242,178 CHF | 99.95% | 99.95% |
11/11/2024 | 0.50% | 2.11 CHF | 2.12 CHF | 270,000 | 270,000 | 102,890 | 102,890 | 210,267 CHF | 211,298 CHF | 99.35% | 99.35% |
08/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 260,000 | 260,000 | 103,097 | 103,097 | 205,962 CHF | 206,995 CHF | 99.53% | 99.53% |
07/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 260,000 | 260,000 | 108,129 | 108,129 | 221,870 CHF | 222,954 CHF | 99.86% | 99.86% |