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 | 0.42% | 2.42 CHF | 2.43 CHF | 280,000 | 280,000 | 114,117 | 114,117 | 275,894 CHF | 277,038 CHF | 99.89% | 99.89% |
19/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 280,000 | 280,000 | 110,666 | 110,666 | 262,833 CHF | 263,941 CHF | 99.95% | 99.95% |
18/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 280,000 | 280,000 | 107,064 | 107,064 | 255,256 CHF | 256,329 CHF | 99.89% | 99.89% |
15/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 280,000 | 280,000 | 111,150 | 111,150 | 263,907 CHF | 265,022 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 270,000 | 270,000 | 109,039 | 109,039 | 253,375 CHF | 254,467 CHF | 99.76% | 99.76% |
13/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 272,663 CHF | 273,800 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.42 CHF | 2.43 CHF | 280,000 | 280,000 | 111,418 | 111,418 | 264,446 CHF | 265,562 CHF | 99.95% | 99.95% |
11/11/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 270,000 | 270,000 | 102,894 | 102,894 | 231,708 CHF | 232,739 CHF | 99.35% | 99.35% |
08/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 227,312 CHF | 228,345 CHF | 99.53% | 99.53% |
07/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 260,000 | 260,000 | 108,121 | 108,121 | 244,246 CHF | 245,330 CHF | 99.86% | 99.86% |