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 | 0.65% | 2.93 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,078 CHF | 152,067 CHF | 99.28% | 99.28% |
19/11/2024 | 0.69% | 2.92 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,767 CHF | 144,756 CHF | 98.46% | 98.46% |
18/11/2024 | 0.75% | 2.97 CHF | 2.99 CHF | 50,000 | 50,000 | 43,383 | 43,383 | 128,689 CHF | 129,601 CHF | 100.00% | 100.00% |
15/11/2024 | 0.64% | 3.12 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,098 CHF | 157,098 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,019 CHF | 158,019 CHF | 99.22% | 99.22% |
13/11/2024 | 0.67% | 3.04 CHF | 3.06 CHF | 50,000 | 50,000 | 49,438 | 49,438 | 148,774 CHF | 149,767 CHF | 97.43% | 97.43% |
12/11/2024 | 0.64% | 2.99 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,889 CHF | 157,899 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 3.27 CHF | 3.29 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 158,415 CHF | 159,403 CHF | 100.00% | 100.00% |
08/11/2024 | 0.64% | 3.11 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,400 CHF | 156,400 CHF | 96.01% | 96.01% |
07/11/2024 | 0.65% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 152,763 CHF | 153,742 CHF | 98.73% | 98.73% |