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 | 0.38% | 2.66 CHF | 2.67 CHF | 750,000 | 750,000 | 334,564 | 334,564 | 889,816 CHF | 893,168 CHF | 99.90% | 99.90% |
19/11/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 750,000 | 750,000 | 317,225 | 317,225 | 833,478 CHF | 836,659 CHF | 99.90% | 99.90% |
18/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 750,000 | 750,000 | 333,997 | 333,997 | 887,217 CHF | 890,562 CHF | 98.23% | 98.23% |
15/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 750,000 | 750,000 | 313,756 | 313,756 | 834,048 CHF | 837,190 CHF | 99.71% | 99.71% |
14/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 650,000 | 650,000 | 299,610 | 299,610 | 778,527 CHF | 781,528 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 650,000 | 650,000 | 291,019 | 291,019 | 745,478 CHF | 748,393 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 650,000 | 650,000 | 290,404 | 290,404 | 742,456 CHF | 745,365 CHF | 99.93% | 99.93% |
11/11/2024 | 0.41% | 2.54 CHF | 2.55 CHF | 650,000 | 650,000 | 276,709 | 276,709 | 693,118 CHF | 695,890 CHF | 99.90% | 99.90% |
08/11/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 600,000 | 600,000 | 255,759 | 255,759 | 618,635 CHF | 621,197 CHF | 98.95% | 98.95% |
07/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 550,000 | 550,000 | 199,459 | 199,459 | 470,448 CHF | 472,444 CHF | 97.44% | 97.44% |