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 | 334,560 | 334,560 | 623,249 CHF | 626,601 CHF | 99.90% | 99.90% |
19/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 750,000 | 750,000 | 317,247 | 317,247 | 580,753 CHF | 583,934 CHF | 99.84% | 99.84% |
18/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 750,000 | 750,000 | 333,993 | 333,993 | 620,794 CHF | 624,138 CHF | 98.23% | 98.23% |
15/11/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 750,000 | 750,000 | 313,753 | 313,753 | 583,012 CHF | 586,155 CHF | 99.71% | 99.71% |
14/11/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 650,000 | 650,000 | 299,611 | 299,611 | 538,572 CHF | 541,574 CHF | 100.00% | 100.00% |
13/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 650,000 | 650,000 | 291,034 | 291,034 | 513,635 CHF | 516,551 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 650,000 | 650,000 | 290,500 | 290,500 | 511,264 CHF | 514,174 CHF | 99.86% | 99.86% |
11/11/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 650,000 | 650,000 | 276,709 | 276,709 | 472,264 CHF | 475,036 CHF | 99.90% | 99.90% |
08/11/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 600,000 | 600,000 | 255,836 | 255,836 | 416,164 CHF | 418,727 CHF | 98.88% | 98.88% |
07/11/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 550,000 | 550,000 | 199,467 | 199,467 | 311,677 CHF | 313,674 CHF | 97.44% | 97.44% |