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 | 0.53% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,236 CHF | 108,815 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,607 CHF | 107,186 CHF | 100.00% | 100.00% |
18/11/2024 | 0.62% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,533 CHF | 102,163 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,038 CHF | 101,633 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,239 CHF | 106,829 CHF | 99.52% | 99.52% |
13/11/2024 | 0.59% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 104,803 CHF | 105,294 CHF | 99.32% | 99.32% |
12/11/2024 | 0.54% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,434 CHF | 114,048 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,262 CHF | 118,863 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,356 CHF | 113,940 CHF | 100.00% | 100.00% |
07/11/2024 | 0.56% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 48,962 | 48,703 | 112,294 CHF | 112,289 CHF | 99.13% | 99.13% |