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 | 0.52% | 1.94 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,181 CHF | 48,431 CHF | 99.38% | 99.38% |
19/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,716 CHF | 46,966 CHF | 99.28% | 99.28% |
18/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,190 CHF | 45,440 CHF | 99.29% | 99.29% |
15/11/2024 | 0.55% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,685 CHF | 45,935 CHF | 99.39% | 99.39% |
14/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,959 CHF | 46,209 CHF | 99.39% | 99.39% |
13/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,356 CHF | 45,606 CHF | 99.39% | 99.39% |
12/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,375 CHF | 43,625 CHF | 99.10% | 99.10% |
11/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,552 CHF | 42,802 CHF | 99.31% | 99.31% |
08/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,559 CHF | 40,809 CHF | 99.39% | 99.39% |
07/11/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,737 CHF | 39,987 CHF | 99.29% | 99.29% |