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 | 0.34% | 3.04 CHF | 3.05 CHF | 300,000 | 300,000 | 133,716 | 133,716 | 406,335 CHF | 407,674 CHF | 99.90% | 99.90% |
19/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 300,000 | 300,000 | 126,887 | 126,887 | 376,480 CHF | 377,752 CHF | 99.91% | 99.91% |
18/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300,000 | 300,000 | 133,494 | 133,494 | 404,035 CHF | 405,372 CHF | 98.22% | 98.22% |
15/11/2024 | 0.34% | 3.08 CHF | 3.09 CHF | 300,000 | 300,000 | 125,217 | 125,217 | 378,478 CHF | 379,732 CHF | 99.71% | 99.71% |
14/11/2024 | 0.36% | 2.86 CHF | 2.87 CHF | 260,000 | 260,000 | 119,734 | 119,734 | 344,026 CHF | 345,226 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.82 CHF | 2.83 CHF | 260,000 | 260,000 | 116,299 | 116,299 | 325,971 CHF | 327,136 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 260,000 | 260,000 | 116,026 | 116,026 | 324,414 CHF | 325,576 CHF | 99.92% | 99.92% |
11/11/2024 | 0.38% | 2.76 CHF | 2.77 CHF | 260,000 | 260,000 | 110,682 | 110,682 | 295,995 CHF | 297,104 CHF | 99.90% | 99.90% |
08/11/2024 | 0.41% | 2.58 CHF | 2.59 CHF | 240,000 | 240,000 | 102,191 | 102,191 | 254,264 CHF | 255,288 CHF | 98.97% | 98.97% |
07/11/2024 | 0.51% | 2.39 CHF | 2.40 CHF | 220,000 | 220,000 | 80,003 | 80,003 | 186,669 CHF | 187,503 CHF | 97.01% | 97.01% |