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 | 0.41% | 2.48 CHF | 2.49 CHF | 750,000 | 750,000 | 334,553 | 334,553 | 830,396 CHF | 833,748 CHF | 99.90% | 99.90% |
19/11/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 750,000 | 750,000 | 317,220 | 317,220 | 777,270 CHF | 780,451 CHF | 99.91% | 99.91% |
18/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 750,000 | 750,000 | 333,986 | 333,986 | 828,368 CHF | 831,712 CHF | 98.22% | 98.22% |
15/11/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 750,000 | 750,000 | 313,746 | 313,746 | 778,314 CHF | 781,457 CHF | 99.71% | 99.71% |
14/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 650,000 | 650,000 | 299,602 | 299,602 | 725,239 CHF | 728,241 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 650,000 | 650,000 | 291,013 | 291,013 | 694,362 CHF | 697,277 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 650,000 | 650,000 | 290,422 | 290,422 | 691,562 CHF | 694,472 CHF | 99.93% | 99.93% |
11/11/2024 | 0.44% | 2.36 CHF | 2.37 CHF | 650,000 | 650,000 | 276,715 | 276,715 | 644,505 CHF | 647,277 CHF | 99.90% | 99.90% |
08/11/2024 | 0.46% | 2.28 CHF | 2.29 CHF | 600,000 | 600,000 | 255,732 | 255,732 | 574,410 CHF | 576,972 CHF | 98.97% | 98.97% |
07/11/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 550,000 | 550,000 | 199,460 | 199,460 | 435,600 CHF | 437,597 CHF | 97.44% | 97.44% |