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 | 0.35% | 2.73 CHF | 2.74 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 56,330 CHF | 25,293 CHF | 99.56% | 99.56% |
19/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 20,000 | 20,000 | 20,000 | 9,503 | 54,915 CHF | 26,095 CHF | 86.48% | 86.48% |
18/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 55,873 CHF | 25,365 CHF | 99.56% | 99.56% |
15/11/2024 | 0.34% | 2.80 CHF | 2.81 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 58,334 CHF | 26,214 CHF | 99.59% | 99.59% |
14/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 59,317 CHF | 26,938 CHF | 99.57% | 99.57% |
13/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 20,000 | 20,000 | 20,000 | 9,106 | 57,618 CHF | 26,241 CHF | 97.49% | 97.49% |
12/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 20,000 | 20,000 | 20,000 | 9,122 | 56,340 CHF | 25,863 CHF | 96.98% | 96.98% |
11/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 57,738 CHF | 26,136 CHF | 99.60% | 99.60% |
08/11/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 58,212 CHF | 26,406 CHF | 99.59% | 99.59% |
07/11/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 20,000 | 20,000 | 20,000 | 9,037 | 57,203 CHF | 25,980 CHF | 99.56% | 99.56% |