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 | 0.75% | 2.61 CHF | 2.63 CHF | 60,000 | 60,000 | 59,990 | 59,990 | 160,256 CHF | 161,456 CHF | 99.82% | 99.82% |
19/11/2024 | 0.83% | 2.43 CHF | 2.45 CHF | 60,000 | 60,000 | 59,985 | 59,985 | 143,730 CHF | 144,930 CHF | 99.12% | 99.12% |
18/11/2024 | 0.82% | 2.46 CHF | 2.48 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 145,880 CHF | 147,080 CHF | 99.73% | 99.73% |
15/11/2024 | 0.80% | 2.45 CHF | 2.47 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 149,527 CHF | 150,727 CHF | 99.57% | 99.57% |
14/11/2024 | 0.78% | 2.53 CHF | 2.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 152,749 CHF | 153,949 CHF | 99.71% | 99.71% |
13/11/2024 | 0.76% | 2.59 CHF | 2.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 156,468 CHF | 157,668 CHF | 99.93% | 99.93% |
12/11/2024 | 0.73% | 2.60 CHF | 2.62 CHF | 60,000 | 60,000 | 59,996 | 59,996 | 163,426 CHF | 164,626 CHF | 99.31% | 99.31% |
11/11/2024 | 0.70% | 2.83 CHF | 2.85 CHF | 60,000 | 60,000 | 59,989 | 59,989 | 170,265 CHF | 171,465 CHF | 100.00% | 100.00% |
08/11/2024 | 0.74% | 2.72 CHF | 2.74 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 160,917 CHF | 162,117 CHF | 99.94% | 99.94% |
07/11/2024 | 0.73% | 2.70 CHF | 2.72 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 162,689 CHF | 163,889 CHF | 99.81% | 99.81% |