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 | 50,000 | 50,000 | 121,335 CHF | 121,835 CHF | 99.45% | 99.45% |
19/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,857 CHF | 120,357 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,697 CHF | 125,197 CHF | 99.29% | 99.29% |
15/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,630 CHF | 130,130 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,561 CHF | 136,061 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,677 CHF | 130,177 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,713 CHF | 127,213 CHF | 99.82% | 99.82% |
11/11/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,958 CHF | 116,458 CHF | 99.77% | 99.77% |
08/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,182 CHF | 112,682 CHF | 99.10% | 99.10% |
07/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,035 CHF | 112,535 CHF | 99.96% | 99.96% |