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 | 0.43% | 2.48 CHF | 2.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 188,776 CHF | 189,590 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,871 CHF | 122,427 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 184,244 CHF | 185,077 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.41 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,140 CHF | 118,691 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 114,271 CHF | 114,816 CHF | 99.27% | 99.27% |
13/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 183,270 CHF | 183,868 CHF | 99.40% | 99.40% |
12/11/2024 | 0.46% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,426 CHF | 121,984 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,846 CHF | 127,390 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,736 CHF | 126,266 CHF | 100.00% | 100.00% |
07/11/2024 | 0.46% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 124,016 CHF | 124,546 CHF | 97.66% | 97.66% |