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 | 0.37% | 2.62 CHF | 2.63 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 54,249 CHF | 24,358 CHF | 99.63% | 99.63% |
19/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 20,000 | 20,000 | 20,000 | 9,500 | 52,840 CHF | 25,103 CHF | 86.46% | 86.46% |
18/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 53,788 CHF | 24,423 CHF | 99.58% | 99.58% |
15/11/2024 | 0.36% | 2.70 CHF | 2.71 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 56,247 CHF | 25,268 CHF | 99.62% | 99.62% |
14/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 57,229 CHF | 25,992 CHF | 99.60% | 99.60% |
13/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 20,000 | 20,000 | 20,000 | 9,106 | 55,545 CHF | 25,297 CHF | 97.52% | 97.52% |
12/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 20,000 | 20,000 | 20,000 | 9,120 | 54,270 CHF | 24,914 CHF | 96.99% | 96.99% |
11/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 55,674 CHF | 25,201 CHF | 99.60% | 99.60% |
08/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 56,166 CHF | 25,475 CHF | 99.61% | 99.61% |
07/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 55,151 CHF | 25,060 CHF | 99.63% | 99.63% |