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 | 0.42% | 2.30 CHF | 2.31 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 141,881 CHF | 142,481 CHF | 99.39% | 99.39% |
19/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 140,844 CHF | 141,444 CHF | 99.29% | 99.29% |
18/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,085 CHF | 66,335 CHF | 99.30% | 99.30% |
15/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,597 CHF | 68,847 CHF | 99.38% | 99.38% |
14/11/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,561 CHF | 71,811 CHF | 99.35% | 99.35% |
13/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,985 CHF | 60,235 CHF | 99.39% | 99.39% |
12/11/2024 | 0.39% | 2.37 CHF | 2.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,268 CHF | 63,518 CHF | 99.09% | 99.09% |
11/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,624 CHF | 67,874 CHF | 99.30% | 99.30% |
08/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,866 CHF | 66,116 CHF | 99.39% | 99.39% |
07/11/2024 | 0.37% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 24,997 | 24,997 | 67,664 CHF | 67,914 CHF | 99.28% | 99.28% |