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 | 0.34% | 2.90 CHF | 2.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,673 CHF | 58,873 CHF | 99.95% | 99.95% |
19/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,848 CHF | 58,048 CHF | 98.58% | 98.58% |
18/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,547 CHF | 58,747 CHF | 99.95% | 99.95% |
15/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 59,168 CHF | 59,368 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 59,517 CHF | 59,717 CHF | 99.67% | 99.67% |
13/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,983 CHF | 59,183 CHF | 99.95% | 99.95% |
12/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 60,352 CHF | 60,552 CHF | 99.82% | 99.82% |
11/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,154 CHF | 61,354 CHF | 99.82% | 99.82% |
08/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 59,494 CHF | 59,694 CHF | 99.84% | 99.84% |
07/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 59,786 CHF | 59,986 CHF | 99.89% | 99.89% |