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% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,216 CHF | 68,466 CHF | 99.39% | 99.39% |
19/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,855 CHF | 68,105 CHF | 99.28% | 99.28% |
18/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,259 CHF | 70,509 CHF | 99.30% | 99.30% |
15/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,134 CHF | 70,384 CHF | 99.39% | 99.39% |
14/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,930 CHF | 69,180 CHF | 99.35% | 99.35% |
13/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,128 CHF | 67,378 CHF | 99.39% | 99.39% |
12/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,421 CHF | 66,671 CHF | 99.08% | 99.08% |
11/11/2024 | 0.36% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,601 CHF | 68,851 CHF | 99.25% | 99.25% |
08/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,715 CHF | 66,965 CHF | 99.39% | 99.39% |
07/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,288 CHF | 67,538 CHF | 99.29% | 99.29% |