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 | 0.34% | 2.87 CHF | 2.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,149 CHF | 73,399 CHF | 99.37% | 99.37% |
19/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,401 CHF | 68,651 CHF | 99.24% | 99.24% |
18/11/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,359 CHF | 68,609 CHF | 99.28% | 99.28% |
15/11/2024 | 0.36% | 2.69 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,701 CHF | 68,951 CHF | 99.39% | 99.39% |
14/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,512 CHF | 70,762 CHF | 99.35% | 99.35% |
13/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,738 CHF | 68,988 CHF | 99.39% | 99.39% |
12/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,600 CHF | 72,850 CHF | 99.06% | 99.06% |
11/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,470 CHF | 74,720 CHF | 99.27% | 99.27% |
08/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,085 CHF | 73,335 CHF | 99.38% | 99.38% |
07/11/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,917 CHF | 70,167 CHF | 99.25% | 99.25% |