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 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,317 CHF | 104,817 CHF | 99.43% | 99.43% |
19/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,234 CHF | 105,734 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,532 CHF | 102,032 CHF | 99.27% | 99.27% |
15/11/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,155 CHF | 97,655 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,517 CHF | 92,017 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,897 CHF | 96,397 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,637 CHF | 99,137 CHF | 99.78% | 99.78% |
11/11/2024 | 0.46% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,867 CHF | 109,367 CHF | 99.75% | 99.75% |
08/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,013 CHF | 111,513 CHF | 99.15% | 99.15% |
07/11/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,942 CHF | 112,442 CHF | 100.00% | 100.00% |