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 | 0.58% | 1.68 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,142 CHF | 43,392 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,895 CHF | 43,145 CHF | 99.89% | 99.89% |
18/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,148 CHF | 44,398 CHF | 99.88% | 99.88% |
15/11/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,817 CHF | 46,067 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,897 CHF | 46,147 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,256 CHF | 46,506 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.77 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,717 CHF | 46,967 CHF | 99.71% | 99.71% |
11/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,283 CHF | 48,533 CHF | 99.91% | 99.91% |
08/11/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,500 CHF | 47,750 CHF | 100.00% | 100.00% |
07/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,100 CHF | 48,350 CHF | 99.91% | 99.91% |