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 | 0.48% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 206,504 CHF | 207,504 CHF | 99.49% | 99.49% |
19/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,275 CHF | 205,275 CHF | 98.47% | 98.47% |
18/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,623 CHF | 211,623 CHF | 99.08% | 99.08% |
15/11/2024 | 0.44% | 2.08 CHF | 2.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 226,585 CHF | 227,585 CHF | 99.48% | 99.48% |
14/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 235,875 CHF | 236,875 CHF | 99.45% | 99.45% |
13/11/2024 | 0.44% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,175 CHF | 230,175 CHF | 99.17% | 99.17% |
12/11/2024 | 0.47% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,563 CHF | 213,563 CHF | 98.99% | 98.99% |
11/11/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,806 CHF | 203,806 CHF | 99.39% | 99.39% |
08/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,523 CHF | 205,523 CHF | 99.44% | 99.44% |
07/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 209,317 CHF | 210,317 CHF | 99.34% | 99.34% |