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 | 0.48% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,310 CHF | 103,810 CHF | 94.13% | 94.13% |
19/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 49,998 | 49,998 | 99,282 CHF | 99,782 CHF | 96.55% | 96.55% |
18/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,320 CHF | 100,820 CHF | 98.80% | 98.80% |
15/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 49,986 | 49,986 | 95,600 CHF | 96,100 CHF | 95.68% | 95.68% |
14/11/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 49,971 | 49,971 | 95,875 CHF | 96,375 CHF | 90.82% | 90.82% |
13/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,986 CHF | 101,486 CHF | 95.89% | 95.89% |
12/11/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 49,996 | 49,996 | 98,838 CHF | 99,338 CHF | 96.43% | 96.43% |
11/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,167 CHF | 104,667 CHF | 97.64% | 97.64% |
08/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,050 CHF | 103,550 CHF | 96.02% | 96.02% |
07/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 49,997 | 49,997 | 106,482 CHF | 106,982 CHF | 96.53% | 96.53% |