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 | 0.44% | 2.33 CHF | 2.34 CHF | 280,000 | 280,000 | 114,131 | 114,131 | 265,411 CHF | 266,555 CHF | 99.89% | 99.89% |
19/11/2024 | 0.45% | 2.31 CHF | 2.32 CHF | 280,000 | 280,000 | 110,664 | 110,664 | 252,661 CHF | 253,770 CHF | 99.95% | 99.95% |
18/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 280,000 | 280,000 | 107,079 | 107,079 | 245,396 CHF | 246,469 CHF | 99.89% | 99.89% |
15/11/2024 | 0.45% | 2.31 CHF | 2.32 CHF | 280,000 | 280,000 | 111,149 | 111,149 | 253,678 CHF | 254,793 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 243,274 CHF | 244,366 CHF | 99.76% | 99.76% |
13/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 280,000 | 280,000 | 113,497 | 113,497 | 262,224 CHF | 263,361 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.33 CHF | 2.34 CHF | 280,000 | 280,000 | 111,405 | 111,405 | 254,180 CHF | 255,296 CHF | 99.95% | 99.95% |
11/11/2024 | 0.47% | 2.22 CHF | 2.23 CHF | 270,000 | 270,000 | 102,892 | 102,892 | 222,258 CHF | 223,289 CHF | 99.36% | 99.36% |
08/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 217,859 CHF | 218,892 CHF | 99.53% | 99.53% |
07/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 260,000 | 260,000 | 108,130 | 108,130 | 234,393 CHF | 235,476 CHF | 99.86% | 99.86% |