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 | 0.37% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,760 CHF | 67,010 CHF | 99.39% | 99.39% |
19/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,415 CHF | 66,665 CHF | 99.30% | 99.30% |
18/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,807 CHF | 69,057 CHF | 99.28% | 99.28% |
15/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,680 CHF | 68,930 CHF | 99.39% | 99.39% |
14/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,471 CHF | 67,721 CHF | 99.35% | 99.35% |
13/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,683 CHF | 65,933 CHF | 99.38% | 99.38% |
12/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,972 CHF | 65,222 CHF | 99.07% | 99.07% |
11/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,158 CHF | 67,408 CHF | 99.26% | 99.26% |
08/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,265 CHF | 65,515 CHF | 99.38% | 99.38% |
07/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,828 CHF | 66,078 CHF | 99.26% | 99.26% |