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 | 0.41% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,850 CHF | 61,100 CHF | 99.81% | 99.81% |
19/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,944 CHF | 61,194 CHF | 99.72% | 99.72% |
18/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,170 CHF | 61,420 CHF | 99.71% | 99.71% |
15/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,109 CHF | 61,359 CHF | 99.81% | 99.81% |
14/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,457 CHF | 61,707 CHF | 99.81% | 99.81% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,559 CHF | 61,809 CHF | 99.81% | 99.81% |
12/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,544 CHF | 61,794 CHF | 99.51% | 99.51% |
11/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,744 CHF | 61,994 CHF | 99.72% | 99.72% |
08/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,597 CHF | 61,847 CHF | 99.81% | 99.81% |
07/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,271 CHF | 61,521 CHF | 95.70% | 95.70% |