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% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,010 CHF | 136,510 CHF | 99.39% | 99.39% |
19/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,407 CHF | 131,907 CHF | 99.30% | 99.30% |
18/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,248 CHF | 128,748 CHF | 99.31% | 99.31% |
15/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,821 CHF | 128,321 CHF | 99.38% | 99.38% |
14/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,079 CHF | 129,579 CHF | 99.36% | 99.36% |
13/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,899 CHF | 129,399 CHF | 99.36% | 99.36% |
12/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,547 CHF | 125,047 CHF | 99.09% | 99.09% |
11/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,344 CHF | 125,844 CHF | 99.27% | 99.27% |
08/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,360 CHF | 125,860 CHF | 99.39% | 99.39% |
07/11/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,013 CHF | 124,513 CHF | 99.26% | 99.26% |