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 | 0.41% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,820 CHF | 61,070 CHF | 99.36% | 99.36% |
19/11/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,562 CHF | 58,812 CHF | 99.26% | 99.26% |
18/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,508 CHF | 62,758 CHF | 99.23% | 99.23% |
15/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,628 CHF | 62,878 CHF | 99.37% | 99.37% |
14/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,340 CHF | 61,590 CHF | 99.35% | 99.35% |
13/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,156 | 25,156 | 59,160 CHF | 59,411 CHF | 99.36% | 99.36% |
12/11/2024 | 0.51% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 44,958 | 44,958 | 86,972 CHF | 87,421 CHF | 99.06% | 99.06% |
11/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,342 CHF | 97,842 CHF | 99.29% | 99.29% |
08/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,555 CHF | 90,055 CHF | 99.39% | 99.39% |
07/11/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,515 CHF | 87,015 CHF | 99.26% | 99.26% |