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 | 0.41% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,403 CHF | 120,903 CHF | 99.95% | 99.95% |
19/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,513 CHF | 121,013 CHF | 94.14% | 94.14% |
18/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,293 CHF | 118,793 CHF | 99.90% | 99.90% |
15/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,710 CHF | 118,210 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,947 CHF | 116,447 CHF | 99.70% | 99.70% |
13/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,680 CHF | 115,180 CHF | 99.50% | 99.50% |
12/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,758 CHF | 113,258 CHF | 99.83% | 99.83% |
11/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,987 CHF | 113,487 CHF | 98.27% | 98.27% |
08/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,879 CHF | 116,379 CHF | 99.88% | 99.88% |
07/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,962 CHF | 118,462 CHF | 99.91% | 99.91% |