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 | 0.53% | 1.95 CHF | 1.96 CHF | 280,000 | 280,000 | 114,130 | 114,130 | 221,290 CHF | 222,434 CHF | 99.89% | 99.89% |
19/11/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 280,000 | 280,000 | 110,684 | 110,684 | 210,161 CHF | 211,270 CHF | 99.95% | 99.95% |
18/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 280,000 | 280,000 | 107,078 | 107,078 | 204,061 CHF | 205,133 CHF | 99.89% | 99.89% |
15/11/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 210,676 CHF | 211,792 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 270,000 | 270,000 | 109,048 | 109,048 | 201,183 CHF | 202,275 CHF | 99.76% | 99.76% |
13/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 218,485 CHF | 219,622 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 1.94 CHF | 1.95 CHF | 280,000 | 280,000 | 111,402 | 111,402 | 211,395 CHF | 212,511 CHF | 99.95% | 99.95% |
11/11/2024 | 0.58% | 1.84 CHF | 1.85 CHF | 270,000 | 270,000 | 102,891 | 102,891 | 182,797 CHF | 183,828 CHF | 99.36% | 99.36% |
08/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 178,818 CHF | 179,851 CHF | 99.53% | 99.53% |
07/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 260,000 | 260,000 | 108,126 | 108,126 | 193,309 CHF | 194,393 CHF | 99.86% | 99.86% |