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 | 0.68% | 2.95 CHF | 2.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,218 CHF | 73,718 CHF | 99.53% | 99.53% |
19/11/2024 | 0.69% | 2.91 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,479 CHF | 72,979 CHF | 99.49% | 99.49% |
18/11/2024 | 0.69% | 2.87 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,091 CHF | 72,591 CHF | 99.51% | 99.51% |
15/11/2024 | 0.70% | 2.82 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,049 CHF | 71,549 CHF | 98.94% | 98.94% |
14/11/2024 | 0.68% | 2.89 CHF | 2.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,914 CHF | 73,414 CHF | 99.57% | 99.57% |
13/11/2024 | 0.70% | 2.98 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,383 CHF | 71,883 CHF | 97.03% | 97.03% |
12/11/2024 | 0.73% | 2.75 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,811 CHF | 68,311 CHF | 99.56% | 99.56% |
11/11/2024 | 0.74% | 2.70 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,630 CHF | 68,130 CHF | 99.50% | 99.50% |
08/11/2024 | 0.73% | 2.72 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,835 CHF | 68,335 CHF | 99.50% | 99.50% |
07/11/2024 | 0.76% | 2.62 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,709 CHF | 66,209 CHF | 99.06% | 99.06% |