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 | 0.33% | 3.10 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,474 CHF | 153,974 CHF | 99.39% | 99.39% |
19/11/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,860 CHF | 149,360 CHF | 99.31% | 99.31% |
18/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,745 CHF | 146,245 CHF | 99.31% | 99.31% |
15/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,332 CHF | 145,832 CHF | 99.39% | 99.39% |
14/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,564 CHF | 147,064 CHF | 99.38% | 99.38% |
13/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,379 CHF | 146,879 CHF | 99.39% | 99.39% |
12/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,004 CHF | 142,504 CHF | 99.09% | 99.09% |
11/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,815 CHF | 143,315 CHF | 99.27% | 99.27% |
08/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,844 CHF | 143,344 CHF | 99.38% | 99.38% |
07/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,566 CHF | 142,066 CHF | 99.26% | 99.26% |