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 | 0.79% | 2.40 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,516 CHF | 125,506 CHF | 99.28% | 99.28% |
19/11/2024 | 0.63% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,573 CHF | 118,317 CHF | 98.46% | 98.46% |
18/11/2024 | 0.91% | 2.44 CHF | 2.46 CHF | 50,000 | 50,000 | 45,589 | 43,383 | 110,993 CHF | 106,533 CHF | 100.00% | 100.00% |
15/11/2024 | 0.77% | 2.58 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,126 CHF | 130,126 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 2.62 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,954 CHF | 130,954 CHF | 99.22% | 99.22% |
13/11/2024 | 0.81% | 2.51 CHF | 2.53 CHF | 50,000 | 50,000 | 49,550 | 49,438 | 122,620 CHF | 123,334 CHF | 97.43% | 97.43% |
12/11/2024 | 0.78% | 2.46 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,888 CHF | 130,898 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 2.73 CHF | 2.75 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 131,881 CHF | 132,869 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 2.57 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,493 CHF | 129,493 CHF | 96.01% | 96.01% |
07/11/2024 | 0.78% | 2.62 CHF | 2.64 CHF | 50,000 | 50,000 | 48,438 | 48,436 | 126,597 CHF | 127,572 CHF | 98.73% | 98.73% |