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 | 0.52% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,011 CHF | 48,261 CHF | 99.81% | 99.81% |
19/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,075 CHF | 48,325 CHF | 99.72% | 99.72% |
18/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,240 CHF | 48,490 CHF | 99.71% | 99.71% |
15/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,182 CHF | 48,432 CHF | 99.81% | 99.81% |
14/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,584 CHF | 48,834 CHF | 99.81% | 99.81% |
13/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,635 CHF | 48,885 CHF | 99.81% | 99.81% |
12/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,642 CHF | 48,892 CHF | 99.51% | 99.51% |
11/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,822 CHF | 49,072 CHF | 99.72% | 99.72% |
08/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,666 CHF | 48,916 CHF | 99.81% | 99.81% |
07/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,334 CHF | 48,584 CHF | 95.69% | 95.69% |