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 | 0.69% | 2.75 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,060 CHF | 143,049 CHF | 99.28% | 99.28% |
19/11/2024 | 0.73% | 2.74 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,855 CHF | 135,846 CHF | 98.46% | 98.46% |
18/11/2024 | 0.79% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 43,383 | 43,383 | 120,858 CHF | 121,770 CHF | 100.00% | 100.00% |
15/11/2024 | 0.68% | 2.94 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,956 CHF | 147,956 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 2.98 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,854 CHF | 148,854 CHF | 99.22% | 99.22% |
13/11/2024 | 0.71% | 2.86 CHF | 2.88 CHF | 50,000 | 50,000 | 49,438 | 49,438 | 139,806 CHF | 140,799 CHF | 97.43% | 97.43% |
12/11/2024 | 0.68% | 2.81 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,744 CHF | 148,752 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 3.09 CHF | 3.11 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 149,437 CHF | 150,425 CHF | 100.00% | 100.00% |
08/11/2024 | 0.68% | 2.93 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,283 CHF | 147,283 CHF | 96.01% | 96.01% |
07/11/2024 | 0.69% | 2.98 CHF | 3.00 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 143,899 CHF | 144,879 CHF | 98.73% | 98.73% |