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 | 0.46% | 2.17 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,887 CHF | 54,137 CHF | 99.98% | 99.98% |
19/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,961 CHF | 54,211 CHF | 99.85% | 99.85% |
18/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,605 CHF | 53,855 CHF | 99.93% | 99.93% |
15/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,254 CHF | 54,504 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,458 CHF | 54,708 CHF | 99.64% | 99.64% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,746 CHF | 54,996 CHF | 99.96% | 99.96% |
12/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,046 CHF | 55,296 CHF | 99.81% | 99.81% |
11/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,027 CHF | 55,277 CHF | 99.82% | 99.82% |
08/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,503 CHF | 55,753 CHF | 99.88% | 99.88% |
07/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,535 CHF | 55,785 CHF | 99.90% | 99.90% |