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 | 0.52% | 1.95 CHF | 1.96 CHF | 750,000 | 750,000 | 334,572 | 334,572 | 651,033 CHF | 654,385 CHF | 99.90% | 99.90% |
19/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 750,000 | 750,000 | 317,241 | 317,241 | 607,152 CHF | 610,333 CHF | 99.87% | 99.87% |
18/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 750,000 | 750,000 | 334,008 | 334,008 | 648,574 CHF | 651,918 CHF | 98.23% | 98.23% |
15/11/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 750,000 | 750,000 | 313,759 | 313,759 | 608,914 CHF | 612,056 CHF | 99.71% | 99.71% |
14/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 650,000 | 650,000 | 299,607 | 299,607 | 563,399 CHF | 566,401 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 650,000 | 650,000 | 291,022 | 291,022 | 538,035 CHF | 540,951 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 650,000 | 650,000 | 290,451 | 290,451 | 535,958 CHF | 538,868 CHF | 99.90% | 99.90% |
11/11/2024 | 0.57% | 1.83 CHF | 1.84 CHF | 650,000 | 650,000 | 276,709 | 276,709 | 496,512 CHF | 499,284 CHF | 99.90% | 99.90% |
08/11/2024 | 0.60% | 1.75 CHF | 1.76 CHF | 600,000 | 600,000 | 255,812 | 255,812 | 438,909 CHF | 441,472 CHF | 98.90% | 98.90% |
07/11/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 550,000 | 550,000 | 199,487 | 199,487 | 329,747 CHF | 331,744 CHF | 97.44% | 97.44% |