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 | 0.35% | 2.86 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,157 CHF | 142,657 CHF | 99.44% | 99.44% |
19/11/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,654 CHF | 141,154 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,569 CHF | 146,069 CHF | 99.28% | 99.28% |
15/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,521 CHF | 151,021 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,489 CHF | 156,989 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,453 CHF | 150,953 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,459 CHF | 147,959 CHF | 99.80% | 99.80% |
11/11/2024 | 0.37% | 2.85 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,647 CHF | 137,147 CHF | 99.76% | 99.76% |
08/11/2024 | 0.38% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,704 CHF | 133,204 CHF | 99.15% | 99.15% |
07/11/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,617 CHF | 133,117 CHF | 99.96% | 99.96% |