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 | 0.98% | 2.00 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,943 CHF | 152,431 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 2.01 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 149,105 CHF | 150,592 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 2.01 CHF | 2.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,330 CHF | 151,830 CHF | 99.51% | 99.51% |
15/11/2024 | 0.97% | 2.04 CHF | 2.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 154,480 CHF | 155,991 CHF | 100.00% | 100.00% |
14/11/2024 | 0.95% | 2.13 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,258 CHF | 158,758 CHF | 99.44% | 99.44% |
13/11/2024 | 0.98% | 2.08 CHF | 2.10 CHF | 75,000 | 75,000 | 74,409 | 74,373 | 153,769 CHF | 155,191 CHF | 98.88% | 98.88% |
12/11/2024 | 0.94% | 2.10 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,218 CHF | 160,725 CHF | 100.00% | 100.00% |
11/11/2024 | 0.92% | 2.16 CHF | 2.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,951 CHF | 164,456 CHF | 100.00% | 100.00% |
08/11/2024 | 0.93% | 2.15 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,030 CHF | 163,544 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 2.14 CHF | 2.16 CHF | 75,000 | 75,000 | 72,662 | 72,402 | 158,650 CHF | 159,589 CHF | 99.06% | 99.06% |