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 | 0.43% | 2.29 CHF | 2.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,045 CHF | 23,145 CHF | 99.73% | 99.73% |
19/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,810 CHF | 22,910 CHF | 99.91% | 99.91% |
18/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,970 CHF | 23,070 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,520 CHF | 23,620 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,888 CHF | 23,988 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,584 CHF | 23,684 CHF | 99.95% | 99.95% |
12/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,148 CHF | 24,248 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,644 CHF | 24,744 CHF | 99.71% | 99.71% |
08/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,517 CHF | 24,617 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,756 CHF | 24,856 CHF | 99.70% | 99.70% |