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 | 0.38% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,403 CHF | 130,903 CHF | 99.46% | 99.46% |
19/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,896 CHF | 129,396 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,783 CHF | 134,283 CHF | 99.30% | 99.30% |
15/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,722 CHF | 139,222 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,663 CHF | 145,163 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,710 CHF | 139,210 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,744 CHF | 136,244 CHF | 99.82% | 99.82% |
11/11/2024 | 0.40% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,963 CHF | 125,463 CHF | 99.77% | 99.77% |
08/11/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,111 CHF | 121,611 CHF | 99.17% | 99.17% |
07/11/2024 | 0.41% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,995 CHF | 121,495 CHF | 99.96% | 99.96% |