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 | 0.40% | 2.53 CHF | 2.54 CHF | 750,000 | 750,000 | 334,576 | 334,576 | 846,423 CHF | 849,775 CHF | 99.90% | 99.90% |
19/11/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 750,000 | 750,000 | 317,251 | 317,251 | 792,462 CHF | 795,643 CHF | 99.83% | 99.83% |
18/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 750,000 | 750,000 | 334,011 | 334,011 | 843,965 CHF | 847,309 CHF | 98.23% | 98.23% |
15/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 750,000 | 750,000 | 313,763 | 313,763 | 793,253 CHF | 796,395 CHF | 99.71% | 99.71% |
14/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 650,000 | 650,000 | 299,611 | 299,611 | 739,216 CHF | 742,217 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 650,000 | 650,000 | 291,039 | 291,039 | 707,071 CHF | 709,987 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 650,000 | 650,000 | 290,499 | 290,499 | 704,580 CHF | 707,490 CHF | 99.86% | 99.86% |
11/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 650,000 | 650,000 | 276,710 | 276,710 | 655,893 CHF | 658,665 CHF | 99.90% | 99.90% |
08/11/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 600,000 | 600,000 | 255,841 | 255,841 | 584,359 CHF | 586,922 CHF | 98.88% | 98.88% |
07/11/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 550,000 | 550,000 | 199,460 | 199,460 | 443,073 CHF | 445,070 CHF | 97.44% | 97.44% |