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 | 0.50% | 2.26 CHF | 2.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 171,882 CHF | 172,743 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,620 CHF | 111,161 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.24 CHF | 2.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,396 CHF | 168,213 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,881 CHF | 107,428 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 103,420 CHF | 103,976 CHF | 99.27% | 99.27% |
13/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 166,551 CHF | 167,162 CHF | 99.40% | 99.40% |
12/11/2024 | 0.48% | 2.14 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,185 CHF | 110,714 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,580 CHF | 116,136 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,487 CHF | 115,059 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 113,267 CHF | 113,794 CHF | 97.66% | 97.66% |