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 | 0.58% | 1.77 CHF | 1.78 CHF | 750,000 | 750,000 | 334,565 | 334,565 | 591,009 CHF | 594,361 CHF | 99.90% | 99.90% |
19/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 750,000 | 750,000 | 317,224 | 317,224 | 550,649 CHF | 553,829 CHF | 99.89% | 99.89% |
18/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 750,000 | 750,000 | 334,001 | 334,001 | 588,444 CHF | 591,789 CHF | 98.23% | 98.23% |
15/11/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 750,000 | 750,000 | 313,756 | 313,756 | 552,346 CHF | 555,488 CHF | 99.71% | 99.71% |
14/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 650,000 | 650,000 | 299,607 | 299,607 | 509,424 CHF | 512,426 CHF | 100.00% | 100.00% |
13/11/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 650,000 | 650,000 | 291,027 | 291,027 | 485,770 CHF | 488,686 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 650,000 | 650,000 | 290,420 | 290,420 | 483,817 CHF | 486,726 CHF | 99.93% | 99.93% |
11/11/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 650,000 | 650,000 | 276,710 | 276,710 | 447,084 CHF | 449,856 CHF | 99.90% | 99.90% |
08/11/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 600,000 | 600,000 | 255,768 | 255,768 | 393,172 CHF | 395,734 CHF | 98.94% | 98.94% |
07/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 550,000 | 550,000 | 199,506 | 199,506 | 294,356 CHF | 296,353 CHF | 97.44% | 97.44% |