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 | 0.50% | 2.06 CHF | 2.07 CHF | 750,000 | 750,000 | 334,557 | 334,557 | 687,591 CHF | 690,943 CHF | 99.90% | 99.90% |
19/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 750,000 | 750,000 | 317,232 | 317,232 | 641,113 CHF | 644,293 CHF | 99.88% | 99.88% |
18/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 750,000 | 750,000 | 333,989 | 333,989 | 685,018 CHF | 688,362 CHF | 98.23% | 98.23% |
15/11/2024 | 0.50% | 2.07 CHF | 2.08 CHF | 750,000 | 750,000 | 313,750 | 313,750 | 643,291 CHF | 646,433 CHF | 99.71% | 99.71% |
14/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 650,000 | 650,000 | 299,608 | 299,608 | 595,915 CHF | 598,916 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 650,000 | 650,000 | 291,019 | 291,019 | 569,089 CHF | 572,005 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 650,000 | 650,000 | 290,415 | 290,415 | 566,489 CHF | 569,399 CHF | 99.90% | 99.90% |
11/11/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 650,000 | 650,000 | 276,705 | 276,705 | 524,830 CHF | 527,602 CHF | 99.90% | 99.90% |
08/11/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 600,000 | 600,000 | 255,801 | 255,801 | 464,273 CHF | 466,836 CHF | 98.91% | 98.91% |
07/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 550,000 | 550,000 | 199,525 | 199,525 | 349,465 CHF | 351,463 CHF | 97.44% | 97.44% |