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 | 0.39% | 2.60 CHF | 2.61 CHF | 300,000 | 300,000 | 133,719 | 133,719 | 347,534 CHF | 348,873 CHF | 99.90% | 99.90% |
19/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 300,000 | 300,000 | 126,890 | 126,890 | 320,886 CHF | 322,158 CHF | 99.90% | 99.90% |
18/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 300,000 | 300,000 | 133,496 | 133,496 | 345,220 CHF | 346,556 CHF | 98.23% | 98.23% |
15/11/2024 | 0.40% | 2.63 CHF | 2.64 CHF | 300,000 | 300,000 | 125,217 | 125,217 | 323,188 CHF | 324,443 CHF | 99.71% | 99.71% |
14/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 260,000 | 260,000 | 119,737 | 119,737 | 291,061 CHF | 292,260 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 260,000 | 260,000 | 116,304 | 116,304 | 274,904 CHF | 276,069 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 260,000 | 260,000 | 116,092 | 116,092 | 273,683 CHF | 274,846 CHF | 99.87% | 99.87% |
11/11/2024 | 0.46% | 2.32 CHF | 2.33 CHF | 260,000 | 260,000 | 110,683 | 110,683 | 247,570 CHF | 248,679 CHF | 99.90% | 99.90% |
08/11/2024 | 0.50% | 2.14 CHF | 2.15 CHF | 240,000 | 240,000 | 102,195 | 102,195 | 209,902 CHF | 210,926 CHF | 98.96% | 98.96% |
07/11/2024 | 0.63% | 1.95 CHF | 1.96 CHF | 220,000 | 220,000 | 80,003 | 80,003 | 151,890 CHF | 152,724 CHF | 97.01% | 97.01% |