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 | 0.46% | 2.38 CHF | 2.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,720 CHF | 181,561 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,519 CHF | 117,019 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.36 CHF | 2.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 176,243 CHF | 177,058 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,773 CHF | 113,317 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 109,109 CHF | 109,661 CHF | 99.27% | 99.27% |
13/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 175,297 CHF | 175,901 CHF | 99.40% | 99.40% |
12/11/2024 | 0.46% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,083 CHF | 116,618 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,491 CHF | 122,045 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,374 CHF | 120,947 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 118,872 CHF | 119,425 CHF | 97.66% | 97.66% |