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 | 0.47% | 2.04 CHF | 2.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,652 CHF | 159,402 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,632 CHF | 10,682 CHF | 99.87% | 99.87% |
18/11/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,414 CHF | 10,464 CHF | 99.92% | 99.92% |
15/11/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 11,703 CHF | 11,753 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 12,389 CHF | 12,439 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,628 CHF | 10,678 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 11,079 CHF | 11,129 CHF | 99.68% | 99.68% |
11/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,918 CHF | 10,968 CHF | 99.90% | 99.90% |
08/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,527 CHF | 10,577 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,488 CHF | 10,538 CHF | 99.91% | 99.91% |