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 | 0.41% | 2.51 CHF | 2.52 CHF | 300,000 | 300,000 | 133,718 | 133,718 | 335,653 CHF | 336,993 CHF | 99.90% | 99.90% |
19/11/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 300,000 | 300,000 | 126,888 | 126,888 | 309,722 CHF | 310,994 CHF | 99.91% | 99.91% |
18/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 300,000 | 300,000 | 133,495 | 133,495 | 333,335 CHF | 334,671 CHF | 98.23% | 98.23% |
15/11/2024 | 0.41% | 2.54 CHF | 2.55 CHF | 300,000 | 300,000 | 125,217 | 125,217 | 312,026 CHF | 313,281 CHF | 99.71% | 99.71% |
14/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 260,000 | 260,000 | 119,737 | 119,737 | 280,457 CHF | 281,656 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 260,000 | 260,000 | 116,299 | 116,299 | 264,649 CHF | 265,814 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 260,000 | 260,000 | 116,080 | 116,080 | 263,409 CHF | 264,572 CHF | 99.89% | 99.89% |
11/11/2024 | 0.48% | 2.23 CHF | 2.24 CHF | 260,000 | 260,000 | 110,683 | 110,683 | 237,801 CHF | 238,910 CHF | 99.90% | 99.90% |
08/11/2024 | 0.52% | 2.06 CHF | 2.07 CHF | 240,000 | 240,000 | 102,191 | 102,191 | 200,924 CHF | 201,948 CHF | 98.96% | 98.96% |
07/11/2024 | 0.66% | 1.87 CHF | 1.88 CHF | 220,000 | 220,000 | 80,018 | 80,018 | 144,951 CHF | 145,785 CHF | 97.01% | 97.01% |