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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,133 CHF | 112,699 CHF | 100.00% | 100.00% |
22/11/2024 | 0.49% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,687 CHF | 114,241 CHF | 99.98% | 99.98% |
20/11/2024 | 0.49% | 2.21 CHF | 2.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,840 CHF | 168,662 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,927 CHF | 108,461 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,327 CHF | 164,135 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,191 CHF | 104,733 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 100,830 CHF | 101,380 CHF | 99.27% | 99.27% |
13/11/2024 | 0.50% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 162,567 CHF | 163,247 CHF | 99.40% | 99.40% |
12/11/2024 | 0.53% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,514 CHF | 108,083 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,890 CHF | 113,445 CHF | 100.00% | 100.00% |