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 | 0.38% | 2.69 CHF | 2.70 CHF | 300,000 | 300,000 | 133,717 | 133,717 | 359,389 CHF | 360,729 CHF | 99.90% | 99.90% |
19/11/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 300,000 | 300,000 | 126,890 | 126,890 | 332,054 CHF | 333,326 CHF | 99.90% | 99.90% |
18/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300,000 | 300,000 | 133,495 | 133,495 | 357,026 CHF | 358,362 CHF | 98.23% | 98.23% |
15/11/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 300,000 | 300,000 | 125,216 | 125,216 | 334,307 CHF | 335,561 CHF | 99.71% | 99.71% |
14/11/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 260,000 | 260,000 | 119,743 | 119,743 | 301,738 CHF | 302,938 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 260,000 | 260,000 | 116,301 | 116,301 | 285,206 CHF | 286,371 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 260,000 | 260,000 | 116,035 | 116,035 | 283,826 CHF | 284,988 CHF | 99.91% | 99.91% |
11/11/2024 | 0.44% | 2.41 CHF | 2.42 CHF | 260,000 | 260,000 | 110,683 | 110,683 | 257,345 CHF | 258,453 CHF | 99.90% | 99.90% |
08/11/2024 | 0.48% | 2.23 CHF | 2.24 CHF | 240,000 | 240,000 | 102,191 | 102,191 | 218,855 CHF | 219,879 CHF | 98.96% | 98.96% |
07/11/2024 | 0.60% | 2.04 CHF | 2.05 CHF | 220,000 | 220,000 | 80,001 | 80,001 | 158,871 CHF | 159,705 CHF | 97.01% | 97.01% |