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 | 0.47% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 48,205 | 48,205 | 107,678 CHF | 108,162 CHF | 99.42% | 99.42% |
19/11/2024 | 0.49% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 47,941 | 47,941 | 103,843 CHF | 104,325 CHF | 99.66% | 99.66% |
18/11/2024 | 0.45% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 49,270 | 49,270 | 112,082 CHF | 112,575 CHF | 99.88% | 99.88% |
15/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 48,953 | 48,953 | 111,109 CHF | 111,600 CHF | 99.45% | 99.45% |
14/11/2024 | 0.47% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 48,941 | 48,941 | 107,394 CHF | 107,885 CHF | 98.58% | 98.58% |
13/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 48,805 | 48,805 | 109,375 CHF | 109,865 CHF | 99.01% | 99.01% |
12/11/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 48,930 | 48,930 | 109,340 CHF | 109,830 CHF | 99.87% | 99.87% |
11/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 48,877 | 48,877 | 118,782 CHF | 119,272 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 48,653 | 48,653 | 113,790 CHF | 114,282 CHF | 99.06% | 99.06% |
07/11/2024 | 0.43% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 48,330 | 48,330 | 118,357 CHF | 118,842 CHF | 99.71% | 99.71% |