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 | 0.47% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,657 CHF | 214,657 CHF | 99.98% | 99.98% |
19/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,722 CHF | 214,722 CHF | 99.85% | 99.85% |
18/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 211,422 CHF | 212,422 CHF | 99.92% | 99.92% |
15/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,799 CHF | 211,799 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,642 CHF | 213,642 CHF | 99.70% | 99.70% |
13/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,334 CHF | 213,334 CHF | 99.94% | 99.94% |
12/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,654 CHF | 211,654 CHF | 99.79% | 99.79% |
11/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 205,198 CHF | 206,198 CHF | 99.78% | 99.78% |
08/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 206,065 CHF | 207,065 CHF | 99.84% | 99.84% |
07/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,728 CHF | 203,728 CHF | 99.90% | 99.90% |