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 | 0.55% | 1.86 CHF | 1.87 CHF | 750,000 | 750,000 | 334,561 | 334,561 | 620,527 CHF | 623,879 CHF | 99.90% | 99.90% |
19/11/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 750,000 | 750,000 | 317,225 | 317,225 | 578,079 CHF | 581,260 CHF | 99.90% | 99.90% |
18/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 750,000 | 750,000 | 333,997 | 333,997 | 618,082 CHF | 621,426 CHF | 98.23% | 98.23% |
15/11/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 750,000 | 750,000 | 313,757 | 313,757 | 580,378 CHF | 583,520 CHF | 99.71% | 99.71% |
14/11/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 650,000 | 650,000 | 299,606 | 299,606 | 536,227 CHF | 539,228 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 650,000 | 650,000 | 291,011 | 291,011 | 511,662 CHF | 514,577 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 650,000 | 650,000 | 290,377 | 290,377 | 509,593 CHF | 512,502 CHF | 99.93% | 99.93% |
11/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 650,000 | 650,000 | 276,709 | 276,709 | 471,529 CHF | 474,301 CHF | 99.90% | 99.90% |
08/11/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 600,000 | 600,000 | 255,753 | 255,753 | 415,922 CHF | 418,484 CHF | 98.95% | 98.95% |
07/11/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 550,000 | 550,000 | 199,483 | 199,483 | 311,829 CHF | 313,826 CHF | 97.44% | 97.44% |