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 | 0.48% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 99,824 | 99,824 | 207,123 CHF | 208,121 CHF | 97.06% | 97.06% |
19/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,762 | 99,762 | 197,469 CHF | 198,467 CHF | 96.48% | 96.48% |
18/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 99,945 | 99,945 | 202,541 CHF | 203,540 CHF | 98.72% | 98.72% |
15/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,885 | 99,885 | 200,581 CHF | 201,580 CHF | 98.63% | 98.63% |
14/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100,000 | 100,000 | 99,918 | 99,918 | 202,919 CHF | 203,918 CHF | 96.56% | 96.56% |
13/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,898 | 99,898 | 200,432 CHF | 201,431 CHF | 98.62% | 98.62% |
12/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 100,000 | 100,000 | 99,312 | 99,312 | 208,114 CHF | 209,107 CHF | 98.71% | 98.71% |
11/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 90,000 | 90,000 | 96,778 | 96,778 | 205,370 CHF | 206,338 CHF | 98.25% | 98.25% |
08/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 99,848 | 99,848 | 205,987 CHF | 206,986 CHF | 95.01% | 95.01% |
07/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 90,000 | 90,000 | 89,768 | 89,768 | 197,298 CHF | 198,196 CHF | 98.39% | 98.39% |