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 | 0.47% | 2.07 CHF | 2.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,760 CHF | 158,510 CHF | 99.39% | 99.39% |
19/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 155,020 CHF | 155,770 CHF | 99.28% | 99.28% |
18/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,497 CHF | 160,247 CHF | 99.31% | 99.31% |
15/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,375 CHF | 160,125 CHF | 99.39% | 99.39% |
14/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,323 CHF | 157,073 CHF | 99.39% | 99.39% |
13/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 158,075 CHF | 158,825 CHF | 99.38% | 99.38% |
12/11/2024 | 0.47% | 2.04 CHF | 2.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,667 CHF | 158,417 CHF | 99.07% | 99.07% |
11/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 165,340 CHF | 166,090 CHF | 99.31% | 99.31% |
08/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 162,014 CHF | 162,764 CHF | 99.39% | 99.39% |
07/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 166,377 CHF | 167,127 CHF | 99.21% | 99.21% |