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 | 0.40% | 2.49 CHF | 2.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,917 CHF | 63,167 CHF | 99.97% | 99.97% |
19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,535 CHF | 63,785 CHF | 99.71% | 99.71% |
18/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,550 CHF | 63,800 CHF | 99.95% | 99.95% |
15/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,933 CHF | 63,183 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,876 CHF | 63,126 CHF | 99.34% | 99.34% |
13/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,987 CHF | 60,237 CHF | 99.96% | 99.96% |
12/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,741 CHF | 60,991 CHF | 99.81% | 99.81% |
11/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,588 CHF | 62,838 CHF | 99.79% | 99.79% |
08/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,250 CHF | 63,500 CHF | 99.80% | 99.80% |
07/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,795 CHF | 65,045 CHF | 99.90% | 99.90% |