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 | 0.43% | 2.28 CHF | 2.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,334 CHF | 58,584 CHF | 99.97% | 99.97% |
19/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,690 CHF | 57,940 CHF | 99.90% | 99.90% |
18/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,168 CHF | 58,418 CHF | 99.88% | 99.88% |
15/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,551 CHF | 59,801 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,667 CHF | 59,917 CHF | 99.66% | 99.66% |
13/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,542 CHF | 58,792 CHF | 99.94% | 99.94% |
12/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,888 CHF | 60,138 CHF | 99.83% | 99.83% |
11/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,020 CHF | 61,270 CHF | 99.77% | 99.77% |
08/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,880 CHF | 60,130 CHF | 99.87% | 99.87% |
07/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,840 CHF | 60,090 CHF | 99.91% | 99.91% |