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 | 0.49% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 102,849 CHF | 103,345 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 49,526 | 49,526 | 107,011 CHF | 107,506 CHF | 98.95% | 98.95% |
18/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 102,198 CHF | 102,694 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,471 CHF | 100,971 CHF | 71.77% | 71.77% |
14/11/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 101,060 CHF | 101,556 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 106,584 CHF | 107,080 CHF | 99.37% | 99.37% |
12/11/2024 | 0.51% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 49,534 | 49,529 | 97,105 CHF | 97,592 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 95,294 CHF | 95,790 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 99,618 CHF | 100,114 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 97,694 CHF | 98,189 CHF | 100.00% | 100.00% |