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 | 0.57% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 109,395 CHF | 110,013 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,922 CHF | 111,422 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,360 CHF | 109,860 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,247 CHF | 107,747 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,955 CHF | 108,455 CHF | 99.27% | 99.27% |
13/11/2024 | 0.59% | 2.14 CHF | 2.16 CHF | 50,000 | 50,000 | 49,548 | 49,375 | 106,287 CHF | 106,536 CHF | 99.40% | 99.40% |
12/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,723 CHF | 112,223 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,005 CHF | 116,536 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,340 CHF | 116,840 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 112,834 CHF | 113,443 CHF | 99.06% | 99.06% |