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 | 0.73% | 2.83 CHF | 2.85 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 54,663 CHF | 55,060 CHF | 100.00% | 100.00% |
19/11/2024 | 0.73% | 2.82 CHF | 2.84 CHF | 20,000 | 20,000 | 19,810 | 19,810 | 54,953 CHF | 55,350 CHF | 98.94% | 98.94% |
18/11/2024 | 0.73% | 2.70 CHF | 2.72 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 54,934 CHF | 55,331 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 2.76 CHF | 2.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 54,122 CHF | 54,522 CHF | 71.99% | 71.99% |
14/11/2024 | 0.75% | 2.66 CHF | 2.68 CHF | 20,000 | 20,000 | 19,443 | 19,443 | 51,987 CHF | 52,376 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 2.90 CHF | 2.92 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 56,858 CHF | 57,254 CHF | 99.37% | 99.37% |
12/11/2024 | 0.72% | 2.89 CHF | 2.91 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 55,767 CHF | 56,164 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 2.72 CHF | 2.74 CHF | 20,000 | 20,000 | 19,804 | 19,804 | 53,360 CHF | 53,756 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 2.71 CHF | 2.73 CHF | 20,000 | 20,000 | 19,572 | 19,572 | 52,124 CHF | 52,515 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 2.59 CHF | 2.61 CHF | 19,000 | 19,000 | 18,933 | 18,933 | 48,136 CHF | 48,515 CHF | 100.00% | 100.00% |