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 | 0.50% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,315 CHF | 100,815 CHF | 99.46% | 99.46% |
19/11/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,897 CHF | 99,397 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,639 CHF | 104,139 CHF | 99.29% | 99.29% |
15/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,538 CHF | 109,038 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,465 CHF | 114,965 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,710 CHF | 109,210 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,780 CHF | 106,280 CHF | 99.80% | 99.80% |
11/11/2024 | 0.52% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,079 CHF | 95,579 CHF | 99.77% | 99.77% |
08/11/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,473 CHF | 91,973 CHF | 99.16% | 99.16% |
07/11/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,265 CHF | 91,765 CHF | 99.96% | 99.96% |