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% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,595 CHF | 103,095 CHF | 99.50% | 99.50% |
19/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,787 CHF | 101,287 CHF | 96.94% | 96.94% |
18/11/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,344 CHF | 97,844 CHF | 99.33% | 99.33% |
15/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,786 CHF | 97,286 CHF | 99.38% | 99.38% |
14/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,798 CHF | 97,298 CHF | 99.29% | 99.29% |
13/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 44,674 | 44,674 | 85,518 CHF | 85,965 CHF | 99.22% | 99.22% |
12/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,094 CHF | 48,344 CHF | 99.02% | 99.02% |
11/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,134 CHF | 48,384 CHF | 99.37% | 99.37% |
08/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,251 CHF | 48,501 CHF | 99.42% | 99.42% |
07/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,232 CHF | 48,482 CHF | 99.34% | 99.34% |