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 | 0.47% | 2.15 CHF | 2.16 CHF | 750,000 | 750,000 | 334,554 | 334,554 | 718,841 CHF | 722,193 CHF | 99.90% | 99.90% |
19/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 750,000 | 750,000 | 317,232 | 317,232 | 671,760 CHF | 674,941 CHF | 99.87% | 99.87% |
18/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 750,000 | 750,000 | 333,985 | 333,985 | 716,280 CHF | 719,625 CHF | 98.22% | 98.22% |
15/11/2024 | 0.48% | 2.17 CHF | 2.18 CHF | 750,000 | 750,000 | 313,746 | 313,746 | 673,106 CHF | 676,248 CHF | 99.71% | 99.71% |
14/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 650,000 | 650,000 | 299,620 | 299,620 | 624,148 CHF | 627,150 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 650,000 | 650,000 | 291,050 | 291,050 | 596,325 CHF | 599,241 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 650,000 | 650,000 | 290,465 | 290,465 | 594,057 CHF | 596,967 CHF | 99.89% | 99.89% |
11/11/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 650,000 | 650,000 | 276,715 | 276,715 | 550,941 CHF | 553,713 CHF | 99.90% | 99.90% |
08/11/2024 | 0.54% | 1.95 CHF | 1.96 CHF | 600,000 | 600,000 | 255,793 | 255,793 | 487,894 CHF | 490,457 CHF | 98.93% | 98.93% |
07/11/2024 | 0.56% | 1.87 CHF | 1.88 CHF | 550,000 | 550,000 | 199,488 | 199,488 | 367,914 CHF | 369,911 CHF | 97.44% | 97.44% |