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 | 0.44% | 2.54 CHF | 2.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 192,720 CHF | 193,561 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,519 CHF | 125,055 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 188,308 CHF | 189,058 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,817 CHF | 121,317 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 116,815 CHF | 117,367 CHF | 99.27% | 99.27% |
13/11/2024 | 0.45% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 74,130 | 74,130 | 187,015 CHF | 187,845 CHF | 99.40% | 99.40% |
12/11/2024 | 0.46% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,118 CHF | 124,685 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,491 CHF | 130,045 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,374 CHF | 128,947 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.61 CHF | 2.63 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 126,617 CHF | 127,150 CHF | 97.66% | 97.66% |