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 | 0.49% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,439 CHF | 50,689 CHF | 99.81% | 99.81% |
19/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,383 CHF | 50,633 CHF | 99.72% | 99.72% |
18/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,238 CHF | 50,488 CHF | 99.71% | 99.71% |
15/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,073 CHF | 50,323 CHF | 99.81% | 99.81% |
14/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,301 CHF | 50,551 CHF | 99.81% | 99.81% |
13/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,136 CHF | 50,386 CHF | 99.81% | 99.81% |
12/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,080 CHF | 50,330 CHF | 99.51% | 99.51% |
11/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,198 CHF | 50,448 CHF | 99.72% | 99.72% |
08/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,020 CHF | 50,270 CHF | 99.81% | 99.81% |
07/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,893 CHF | 50,143 CHF | 95.69% | 95.69% |