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% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,484 CHF | 136,984 CHF | 99.38% | 99.38% |
19/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,908 CHF | 67,158 CHF | 99.27% | 99.27% |
18/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,720 CHF | 66,970 CHF | 99.29% | 99.29% |
15/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,773 CHF | 66,023 CHF | 99.39% | 99.39% |
14/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,680 CHF | 65,930 CHF | 99.35% | 99.35% |
13/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,171 CHF | 64,421 CHF | 99.39% | 99.39% |
12/11/2024 | 0.37% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,741 CHF | 67,991 CHF | 99.09% | 99.09% |
11/11/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,256 CHF | 70,506 CHF | 99.30% | 99.30% |
08/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,442 CHF | 69,692 CHF | 99.39% | 99.39% |
07/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,034 CHF | 70,284 CHF | 99.27% | 99.27% |