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 | 0.39% | 2.55 CHF | 2.56 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 123,408 CHF | 123,888 CHF | 99.48% | 99.48% |
19/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 121,914 CHF | 122,394 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 117,546 CHF | 118,026 CHF | 99.88% | 99.88% |
15/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,966 CHF | 117,466 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,935 CHF | 113,435 CHF | 98.57% | 98.57% |
13/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,137 CHF | 115,637 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,548 CHF | 117,048 CHF | 99.88% | 99.88% |
11/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 116,455 CHF | 116,935 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,872 CHF | 110,372 CHF | 98.29% | 98.29% |
07/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,739 CHF | 113,239 CHF | 100.00% | 100.00% |