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% | 1.96 CHF | 1.97 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 81,323 CHF | 81,723 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 84,076 CHF | 84,476 CHF | 99.91% | 99.91% |
18/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 219,394 CHF | 220,394 CHF | 99.92% | 99.92% |
15/11/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 228,770 CHF | 229,770 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 223,301 CHF | 224,301 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,965 CHF | 204,965 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,515 CHF | 217,515 CHF | 99.69% | 99.69% |
11/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,426 CHF | 230,426 CHF | 99.91% | 99.91% |
08/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 226,222 CHF | 227,222 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,893 CHF | 230,893 CHF | 99.90% | 99.90% |