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 | 0.55% | 1.78 CHF | 1.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,197 CHF | 45,447 CHF | 99.38% | 99.38% |
19/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,597 CHF | 46,847 CHF | 99.29% | 99.29% |
18/11/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,448 CHF | 48,698 CHF | 99.30% | 99.30% |
15/11/2024 | 0.52% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,222 CHF | 48,472 CHF | 99.39% | 99.39% |
14/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,871 CHF | 48,121 CHF | 99.38% | 99.38% |
13/11/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,517 CHF | 48,767 CHF | 99.39% | 99.39% |
12/11/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,447 CHF | 50,697 CHF | 99.10% | 99.10% |
11/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,436 CHF | 51,686 CHF | 99.31% | 99.31% |
08/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,689 CHF | 53,939 CHF | 99.39% | 99.39% |
07/11/2024 | 0.45% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,899 CHF | 55,149 CHF | 99.28% | 99.28% |