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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.60% | 1.90 CHF | 1.91 CHF | 600,000 | 600,000 | 274,769 | 274,769 | 532,614 CHF | 535,516 CHF | 99.97% | 99.97% |
22/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 650,000 | 650,000 | 323,354 | 323,354 | 652,883 CHF | 656,123 CHF | 100.00% | 100.00% |
20/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 750,000 | 750,000 | 334,567 | 334,567 | 680,534 CHF | 683,886 CHF | 99.90% | 99.90% |
19/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 750,000 | 750,000 | 317,189 | 317,189 | 634,750 CHF | 637,930 CHF | 99.88% | 99.88% |
18/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 750,000 | 750,000 | 334,004 | 334,004 | 678,195 CHF | 681,539 CHF | 98.23% | 98.23% |
15/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 750,000 | 750,000 | 313,759 | 313,759 | 636,958 CHF | 640,101 CHF | 99.71% | 99.71% |
14/11/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 650,000 | 650,000 | 299,610 | 299,610 | 590,211 CHF | 593,213 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 650,000 | 650,000 | 291,009 | 291,009 | 563,822 CHF | 566,737 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 650,000 | 650,000 | 290,384 | 290,384 | 561,634 CHF | 564,543 CHF | 99.92% | 99.92% |
11/11/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 650,000 | 650,000 | 276,709 | 276,709 | 521,028 CHF | 523,800 CHF | 99.90% | 99.90% |