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 | 0.33% | 2.95 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,744 CHF | 74,994 CHF | 99.36% | 99.36% |
19/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,475 CHF | 72,725 CHF | 99.27% | 99.27% |
18/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,460 CHF | 76,710 CHF | 99.30% | 99.30% |
15/11/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,598 CHF | 76,848 CHF | 99.34% | 99.34% |
14/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,285 CHF | 75,535 CHF | 99.38% | 99.38% |
13/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,677 CHF | 72,927 CHF | 99.36% | 99.36% |
12/11/2024 | 0.40% | 2.36 CHF | 2.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,446 CHF | 62,696 CHF | 99.05% | 99.05% |
11/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,518 CHF | 62,768 CHF | 99.23% | 99.23% |
08/11/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,631 CHF | 58,881 CHF | 99.38% | 99.38% |
07/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,151 CHF | 57,401 CHF | 99.27% | 99.27% |