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 | 0.45% | 2.24 CHF | 2.25 CHF | 300,000 | 300,000 | 133,715 | 133,715 | 299,467 CHF | 300,807 CHF | 99.90% | 99.90% |
19/11/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 300,000 | 300,000 | 126,870 | 126,870 | 275,477 CHF | 276,749 CHF | 99.91% | 99.91% |
18/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300,000 | 300,000 | 133,492 | 133,492 | 297,165 CHF | 298,502 CHF | 98.22% | 98.22% |
15/11/2024 | 0.46% | 2.27 CHF | 2.28 CHF | 300,000 | 300,000 | 125,215 | 125,215 | 278,023 CHF | 279,277 CHF | 99.71% | 99.71% |
14/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 260,000 | 260,000 | 119,743 | 119,743 | 247,895 CHF | 249,094 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 2.02 CHF | 2.03 CHF | 260,000 | 260,000 | 116,298 | 116,298 | 233,262 CHF | 234,427 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 260,000 | 260,000 | 116,056 | 116,056 | 232,100 CHF | 233,263 CHF | 99.93% | 99.93% |
11/11/2024 | 0.55% | 1.96 CHF | 1.97 CHF | 260,000 | 260,000 | 110,685 | 110,685 | 208,058 CHF | 209,166 CHF | 99.90% | 99.90% |
08/11/2024 | 0.61% | 1.79 CHF | 1.80 CHF | 240,000 | 240,000 | 102,186 | 102,186 | 173,696 CHF | 174,719 CHF | 98.97% | 98.97% |
07/11/2024 | 0.78% | 1.60 CHF | 1.61 CHF | 220,000 | 220,000 | 79,783 | 79,783 | 123,211 CHF | 124,043 CHF | 97.33% | 97.33% |