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% | 2.31 CHF | 2.32 CHF | 750,000 | 750,000 | 334,552 | 334,552 | 770,789 CHF | 774,140 CHF | 99.90% | 99.90% |
19/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 750,000 | 750,000 | 317,219 | 317,219 | 720,290 CHF | 723,470 CHF | 99.91% | 99.91% |
18/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 750,000 | 750,000 | 333,983 | 333,983 | 768,506 CHF | 771,850 CHF | 98.22% | 98.22% |
15/11/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 750,000 | 750,000 | 313,746 | 313,746 | 721,882 CHF | 725,024 CHF | 99.71% | 99.71% |
14/11/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 650,000 | 650,000 | 299,622 | 299,622 | 671,360 CHF | 674,362 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 650,000 | 650,000 | 291,023 | 291,023 | 642,308 CHF | 645,223 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 650,000 | 650,000 | 290,371 | 290,371 | 639,741 CHF | 642,650 CHF | 99.93% | 99.93% |
11/11/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 650,000 | 650,000 | 276,702 | 276,702 | 595,264 CHF | 598,036 CHF | 99.90% | 99.90% |
08/11/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 600,000 | 600,000 | 255,728 | 255,728 | 528,782 CHF | 531,344 CHF | 98.97% | 98.97% |
07/11/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 550,000 | 550,000 | 199,487 | 199,487 | 400,416 CHF | 402,413 CHF | 97.44% | 97.44% |