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 | 0.49% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,355 CHF | 118,942 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,686 CHF | 117,297 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,716 CHF | 112,252 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 2.20 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,133 CHF | 111,738 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,361 CHF | 116,916 CHF | 99.52% | 99.52% |
13/11/2024 | 0.53% | 2.29 CHF | 2.31 CHF | 50,000 | 50,000 | 49,763 | 49,703 | 114,867 CHF | 115,335 CHF | 99.32% | 99.32% |
12/11/2024 | 0.48% | 2.43 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,548 CHF | 124,146 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.55 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,363 CHF | 128,959 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,440 CHF | 124,045 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 121,528 CHF | 122,113 CHF | 99.13% | 99.13% |