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 | 0.37% | 2.78 CHF | 2.79 CHF | 300,000 | 300,000 | 133,716 | 133,716 | 371,313 CHF | 372,653 CHF | 99.90% | 99.90% |
19/11/2024 | 0.38% | 2.73 CHF | 2.74 CHF | 300,000 | 300,000 | 126,888 | 126,888 | 343,289 CHF | 344,561 CHF | 99.91% | 99.91% |
18/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300,000 | 300,000 | 133,493 | 133,493 | 368,915 CHF | 370,252 CHF | 98.22% | 98.22% |
15/11/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 300,000 | 300,000 | 125,217 | 125,217 | 345,419 CHF | 346,673 CHF | 99.71% | 99.71% |
14/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 260,000 | 260,000 | 119,734 | 119,734 | 312,318 CHF | 313,518 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 260,000 | 260,000 | 116,297 | 116,297 | 295,484 CHF | 296,649 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 260,000 | 260,000 | 116,059 | 116,059 | 294,122 CHF | 295,285 CHF | 99.93% | 99.93% |
11/11/2024 | 0.43% | 2.50 CHF | 2.51 CHF | 260,000 | 260,000 | 110,681 | 110,681 | 267,067 CHF | 268,176 CHF | 99.90% | 99.90% |
08/11/2024 | 0.46% | 2.32 CHF | 2.33 CHF | 240,000 | 240,000 | 102,187 | 102,187 | 227,748 CHF | 228,772 CHF | 98.97% | 98.97% |
07/11/2024 | 0.57% | 2.13 CHF | 2.14 CHF | 220,000 | 220,000 | 80,011 | 80,011 | 165,928 CHF | 166,762 CHF | 97.01% | 97.01% |