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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,181 CHF | 68,431 CHF | 98.53% | 98.53% |
22/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,546 CHF | 67,796 CHF | 100.00% | 100.00% |
20/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,702 CHF | 67,952 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,431 CHF | 67,681 CHF | 99.87% | 99.87% |
18/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,759 CHF | 69,009 CHF | 99.92% | 99.92% |
15/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,462 CHF | 70,712 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,505 CHF | 70,755 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,869 CHF | 71,119 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,313 CHF | 71,563 CHF | 99.71% | 99.71% |
11/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,905 CHF | 73,155 CHF | 99.91% | 99.91% |