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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 113,112 CHF | 113,607 CHF | 99.99% | 99.99% |
20/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 116,620 CHF | 117,116 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 49,526 | 49,526 | 120,591 CHF | 121,087 CHF | 98.94% | 98.94% |
18/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 120,430 CHF | 120,926 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,072 CHF | 111,572 CHF | 72.18% | 72.18% |
14/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 97,891 CHF | 98,387 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 99,857 CHF | 100,353 CHF | 98.53% | 98.53% |
12/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 49,532 | 49,527 | 96,823 CHF | 97,310 CHF | 99.65% | 99.65% |
11/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 98,542 CHF | 99,038 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 102,844 CHF | 103,339 CHF | 100.00% | 100.00% |