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 | 0.50% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,922 CHF | 50,172 CHF | 99.73% | 99.73% |
19/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,075 CHF | 50,325 CHF | 99.82% | 99.82% |
18/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,704 CHF | 51,954 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,049 CHF | 53,299 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,217 CHF | 53,467 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,226 CHF | 52,476 CHF | 99.93% | 99.93% |
12/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,333 CHF | 53,583 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,625 CHF | 55,875 CHF | 99.66% | 99.66% |
08/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,367 CHF | 55,617 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,917 CHF | 58,167 CHF | 99.70% | 99.70% |