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 | 0.49% | 1.98 CHF | 1.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,325 CHF | 40,525 CHF | 99.98% | 99.98% |
19/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,489 CHF | 39,689 CHF | 99.80% | 99.80% |
18/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,228 CHF | 40,428 CHF | 99.95% | 99.95% |
15/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,847 CHF | 41,047 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,156 CHF | 41,356 CHF | 99.65% | 99.65% |
13/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,648 CHF | 40,848 CHF | 99.95% | 99.95% |
12/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 42,000 CHF | 42,200 CHF | 99.82% | 99.82% |
11/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 42,827 CHF | 43,027 CHF | 99.82% | 99.82% |
08/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,169 CHF | 41,369 CHF | 99.83% | 99.83% |
07/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,414 CHF | 41,614 CHF | 99.89% | 99.89% |