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 | 0.47% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,708 CHF | 106,208 CHF | 99.97% | 99.97% |
19/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,251 CHF | 104,751 CHF | 99.83% | 99.83% |
18/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,357 CHF | 107,857 CHF | 99.91% | 99.91% |
15/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,657 CHF | 109,157 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,819 CHF | 105,319 CHF | 99.66% | 99.66% |
13/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,365 CHF | 103,865 CHF | 99.96% | 99.96% |
12/11/2024 | 0.46% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,682 CHF | 108,182 CHF | 99.82% | 99.82% |
11/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,332 CHF | 110,832 CHF | 99.79% | 99.79% |
08/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,789 CHF | 107,289 CHF | 99.88% | 99.88% |
07/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,687 CHF | 104,187 CHF | 99.89% | 99.89% |