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 | 2.23% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,212 CHF | 22,712 CHF | 100.00% | 100.00% |
19/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,500 CHF | 23,000 CHF | 100.00% | 100.00% |
18/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,606 CHF | 24,106 CHF | 100.00% | 100.00% |
15/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,167 CHF | 24,667 CHF | 100.00% | 100.00% |
14/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,068 CHF | 24,568 CHF | 100.00% | 100.00% |
13/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,606 CHF | 24,106 CHF | 100.00% | 100.00% |
12/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,301 CHF | 23,801 CHF | 100.00% | 100.00% |
11/11/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,446 CHF | 22,946 CHF | 100.00% | 100.00% |
08/11/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,605 CHF | 22,105 CHF | 100.00% | 100.00% |
07/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,795 CHF | 22,295 CHF | 100.00% | 100.00% |