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 | 0.88% | 2.21 CHF | 2.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 136,464 CHF | 137,664 CHF | 99.93% | 99.93% |
19/11/2024 | 1.00% | 2.03 CHF | 2.05 CHF | 60,000 | 60,000 | 59,967 | 59,967 | 119,875 CHF | 121,075 CHF | 99.63% | 99.63% |
18/11/2024 | 0.98% | 2.07 CHF | 2.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 122,069 CHF | 123,269 CHF | 99.63% | 99.63% |
15/11/2024 | 0.95% | 2.06 CHF | 2.08 CHF | 60,000 | 60,000 | 59,994 | 59,994 | 125,719 CHF | 126,919 CHF | 99.53% | 99.53% |
14/11/2024 | 0.93% | 2.14 CHF | 2.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 128,930 CHF | 130,130 CHF | 99.90% | 99.90% |
13/11/2024 | 0.90% | 2.19 CHF | 2.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 132,654 CHF | 133,854 CHF | 100.00% | 100.00% |
12/11/2024 | 0.86% | 2.20 CHF | 2.22 CHF | 60,000 | 60,000 | 59,997 | 59,997 | 139,589 CHF | 140,789 CHF | 99.59% | 99.59% |
11/11/2024 | 0.82% | 2.44 CHF | 2.46 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 146,487 CHF | 147,687 CHF | 99.72% | 99.72% |
08/11/2024 | 0.87% | 2.32 CHF | 2.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 137,197 CHF | 138,397 CHF | 100.00% | 100.00% |
07/11/2024 | 0.86% | 2.31 CHF | 2.33 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 138,962 CHF | 140,162 CHF | 100.00% | 100.00% |