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 | 0.33% | 3.13 CHF | 3.14 CHF | 300,000 | 300,000 | 133,723 | 133,723 | 418,264 CHF | 419,604 CHF | 99.90% | 99.90% |
19/11/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 300,000 | 300,000 | 126,893 | 126,893 | 387,743 CHF | 389,015 CHF | 99.87% | 99.87% |
18/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300,000 | 300,000 | 133,503 | 133,503 | 415,963 CHF | 417,300 CHF | 98.23% | 98.23% |
15/11/2024 | 0.33% | 3.16 CHF | 3.17 CHF | 300,000 | 300,000 | 125,218 | 125,218 | 389,645 CHF | 390,899 CHF | 99.71% | 99.71% |
14/11/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 260,000 | 260,000 | 119,738 | 119,738 | 354,740 CHF | 355,939 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 260,000 | 260,000 | 116,300 | 116,300 | 336,296 CHF | 337,461 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 260,000 | 260,000 | 116,083 | 116,083 | 334,863 CHF | 336,026 CHF | 99.89% | 99.89% |
11/11/2024 | 0.37% | 2.85 CHF | 2.86 CHF | 260,000 | 260,000 | 110,683 | 110,683 | 305,778 CHF | 306,887 CHF | 99.90% | 99.90% |
08/11/2024 | 0.40% | 2.67 CHF | 2.68 CHF | 240,000 | 240,000 | 102,218 | 102,218 | 263,244 CHF | 264,268 CHF | 98.91% | 98.91% |
07/11/2024 | 0.49% | 2.48 CHF | 2.49 CHF | 220,000 | 220,000 | 79,767 | 79,767 | 193,103 CHF | 193,935 CHF | 97.33% | 97.33% |