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 | 0.36% | 2.87 CHF | 2.88 CHF | 300,000 | 300,000 | 133,716 | 133,716 | 383,172 CHF | 384,512 CHF | 99.90% | 99.90% |
19/11/2024 | 0.37% | 2.82 CHF | 2.83 CHF | 300,000 | 300,000 | 126,885 | 126,885 | 354,519 CHF | 355,791 CHF | 99.91% | 99.91% |
18/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 300,000 | 300,000 | 133,495 | 133,495 | 380,755 CHF | 382,092 CHF | 98.23% | 98.23% |
15/11/2024 | 0.36% | 2.90 CHF | 2.91 CHF | 300,000 | 300,000 | 125,217 | 125,217 | 356,588 CHF | 357,842 CHF | 99.71% | 99.71% |
14/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 260,000 | 260,000 | 119,735 | 119,735 | 323,002 CHF | 324,202 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 260,000 | 260,000 | 116,305 | 116,305 | 305,844 CHF | 307,009 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 260,000 | 260,000 | 116,066 | 116,066 | 304,437 CHF | 305,600 CHF | 99.91% | 99.91% |
11/11/2024 | 0.41% | 2.59 CHF | 2.60 CHF | 260,000 | 260,000 | 110,687 | 110,687 | 276,866 CHF | 277,975 CHF | 99.90% | 99.90% |
08/11/2024 | 0.44% | 2.41 CHF | 2.42 CHF | 240,000 | 240,000 | 102,191 | 102,191 | 236,663 CHF | 237,687 CHF | 98.97% | 98.97% |
07/11/2024 | 0.55% | 2.22 CHF | 2.23 CHF | 220,000 | 220,000 | 79,760 | 79,760 | 172,392 CHF | 173,223 CHF | 97.33% | 97.33% |