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% | 2.91 CHF | 2.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,828 CHF | 72,078 CHF | 99.73% | 99.73% |
19/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,675 CHF | 71,925 CHF | 99.82% | 99.82% |
18/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,065 CHF | 70,315 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,951 CHF | 69,201 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,783 CHF | 69,033 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,774 CHF | 70,024 CHF | 99.93% | 99.93% |
12/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,667 CHF | 68,917 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,606 CHF | 66,856 CHF | 99.67% | 99.67% |
08/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,883 CHF | 67,133 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,333 CHF | 64,583 CHF | 99.68% | 99.68% |