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 | 0.40% | 2.49 CHF | 2.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,644 CHF | 99,044 CHF | 99.96% | 99.96% |
19/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 99,700 CHF | 100,100 CHF | 99.82% | 99.82% |
18/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 99,635 CHF | 100,035 CHF | 99.95% | 99.95% |
15/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,562 CHF | 98,962 CHF | 99.98% | 99.98% |
14/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,054 CHF | 98,454 CHF | 99.67% | 99.67% |
13/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,213 CHF | 100,613 CHF | 99.94% | 99.94% |
12/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,478 CHF | 98,878 CHF | 99.83% | 99.83% |
11/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 95,657 CHF | 96,057 CHF | 99.88% | 99.88% |
08/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,480 CHF | 96,880 CHF | 99.88% | 99.88% |
07/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,984 CHF | 94,384 CHF | 99.89% | 99.89% |