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% | 1.96 CHF | 1.97 CHF | 750,000 | 750,000 | 334,564 | 334,564 | 654,744 CHF | 658,096 CHF | 99.90% | 99.90% |
19/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 750,000 | 750,000 | 317,232 | 317,232 | 610,145 CHF | 613,326 CHF | 99.86% | 99.86% |
18/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 750,000 | 750,000 | 334,001 | 334,001 | 652,060 CHF | 655,404 CHF | 98.23% | 98.23% |
15/11/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 750,000 | 750,000 | 313,756 | 313,756 | 612,217 CHF | 615,359 CHF | 99.71% | 99.71% |
14/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 650,000 | 650,000 | 299,607 | 299,607 | 566,155 CHF | 569,156 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 650,000 | 650,000 | 291,018 | 291,018 | 540,387 CHF | 543,302 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 650,000 | 650,000 | 290,468 | 290,468 | 538,356 CHF | 541,266 CHF | 99.88% | 99.88% |
11/11/2024 | 0.57% | 1.83 CHF | 1.84 CHF | 650,000 | 650,000 | 276,710 | 276,710 | 497,728 CHF | 500,500 CHF | 99.90% | 99.90% |
08/11/2024 | 0.60% | 1.75 CHF | 1.76 CHF | 600,000 | 600,000 | 255,791 | 255,791 | 439,271 CHF | 441,834 CHF | 98.92% | 98.92% |
07/11/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 550,000 | 550,000 | 199,468 | 199,468 | 329,911 CHF | 331,908 CHF | 97.44% | 97.44% |