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 | 0.37% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,773 CHF | 68,023 CHF | 99.36% | 99.36% |
19/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,507 CHF | 65,757 CHF | 99.24% | 99.24% |
18/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,472 CHF | 69,722 CHF | 99.25% | 99.25% |
15/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,598 CHF | 69,848 CHF | 99.37% | 99.37% |
14/11/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,300 CHF | 68,550 CHF | 99.38% | 99.38% |
13/11/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,709 CHF | 65,959 CHF | 99.36% | 99.36% |
12/11/2024 | 0.45% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,506 CHF | 55,756 CHF | 99.03% | 99.03% |
11/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,589 CHF | 55,839 CHF | 99.22% | 99.22% |
08/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,680 CHF | 51,930 CHF | 99.38% | 99.38% |
07/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 25,000 | 25,000 | 32,020 | 32,020 | 63,887 CHF | 64,207 CHF | 99.28% | 99.28% |