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 | 0.41% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 121,401 CHF | 121,894 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 49,524 | 49,522 | 122,266 CHF | 122,757 CHF | 98.68% | 98.68% |
18/11/2024 | 0.42% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 118,668 CHF | 119,156 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,452 CHF | 115,952 CHF | 70.84% | 70.84% |
14/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 108,802 CHF | 109,297 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 112,939 CHF | 113,435 CHF | 99.70% | 99.70% |
12/11/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 115,649 CHF | 116,145 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 125,771 CHF | 126,267 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 127,534 CHF | 128,030 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 128,625 CHF | 129,120 CHF | 100.00% | 100.00% |