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% | 2.44 CHF | 2.45 CHF | 750,000 | 750,000 | 334,568 | 334,568 | 815,308 CHF | 818,660 CHF | 99.90% | 99.90% |
19/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 750,000 | 750,000 | 317,252 | 317,252 | 761,881 CHF | 765,062 CHF | 99.83% | 99.83% |
18/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 750,000 | 750,000 | 334,005 | 334,005 | 812,625 CHF | 815,970 CHF | 98.23% | 98.23% |
15/11/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 750,000 | 750,000 | 313,757 | 313,757 | 763,484 CHF | 766,626 CHF | 99.71% | 99.71% |
14/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 650,000 | 650,000 | 299,600 | 299,600 | 710,354 CHF | 713,356 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 650,000 | 650,000 | 291,032 | 291,032 | 679,901 CHF | 682,817 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 650,000 | 650,000 | 290,491 | 290,491 | 677,147 CHF | 680,058 CHF | 99.87% | 99.87% |
11/11/2024 | 0.45% | 2.31 CHF | 2.32 CHF | 650,000 | 650,000 | 276,723 | 276,723 | 629,841 CHF | 632,613 CHF | 99.90% | 99.90% |
08/11/2024 | 0.47% | 2.23 CHF | 2.24 CHF | 600,000 | 600,000 | 255,798 | 255,798 | 560,093 CHF | 562,655 CHF | 98.92% | 98.92% |
07/11/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 550,000 | 550,000 | 199,509 | 199,509 | 424,560 CHF | 426,557 CHF | 97.44% | 97.44% |