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 | 0.45% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,811 CHF | 110,311 CHF | 99.43% | 99.43% |
19/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,368 CHF | 108,868 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,153 CHF | 113,653 CHF | 99.27% | 99.27% |
15/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,068 CHF | 118,568 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,999 CHF | 124,499 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,186 CHF | 118,686 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,240 CHF | 115,740 CHF | 99.80% | 99.80% |
11/11/2024 | 0.48% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,515 CHF | 105,015 CHF | 99.75% | 99.75% |
08/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,842 CHF | 101,342 CHF | 99.15% | 99.15% |
07/11/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,642 CHF | 101,142 CHF | 99.96% | 99.96% |