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 | 0.52% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,125 CHF | 48,375 CHF | 99.39% | 99.39% |
19/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,781 CHF | 48,031 CHF | 99.29% | 99.29% |
18/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,115 CHF | 50,365 CHF | 99.28% | 99.28% |
15/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,967 CHF | 50,217 CHF | 99.39% | 99.39% |
14/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,777 CHF | 49,027 CHF | 99.38% | 99.38% |
13/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,989 CHF | 47,239 CHF | 99.38% | 99.38% |
12/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,294 CHF | 46,544 CHF | 99.09% | 99.09% |
11/11/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,460 CHF | 48,710 CHF | 99.25% | 99.25% |
08/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,540 CHF | 46,790 CHF | 99.39% | 99.39% |
07/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,039 CHF | 47,289 CHF | 99.26% | 99.26% |