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 | 0.85% | 2.28 CHF | 2.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,178 CHF | 176,678 CHF | 98.82% | 98.82% |
19/11/2024 | 0.87% | 2.27 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,211 CHF | 173,711 CHF | 99.94% | 99.94% |
18/11/2024 | 0.96% | 2.32 CHF | 2.34 CHF | 75,000 | 75,000 | 69,764 | 69,764 | 159,090 CHF | 160,590 CHF | 98.08% | 98.08% |
15/11/2024 | 0.89% | 2.27 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 168,008 CHF | 169,508 CHF | 100.00% | 100.00% |
14/11/2024 | 0.93% | 2.21 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,437 CHF | 162,937 CHF | 99.57% | 99.57% |
13/11/2024 | 0.97% | 2.08 CHF | 2.10 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 154,322 CHF | 155,818 CHF | 99.32% | 99.32% |
12/11/2024 | 0.96% | 1.99 CHF | 2.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 154,988 CHF | 156,488 CHF | 99.36% | 99.36% |
11/11/2024 | 0.92% | 2.17 CHF | 2.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,931 CHF | 163,431 CHF | 95.09% | 95.09% |
08/11/2024 | 0.97% | 2.04 CHF | 2.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,814 CHF | 155,314 CHF | 99.79% | 99.79% |
07/11/2024 | 0.94% | 2.14 CHF | 2.16 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 159,295 CHF | 160,795 CHF | 96.70% | 96.70% |