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 | 0.46% | 2.12 CHF | 2.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,893 CHF | 54,143 CHF | 99.37% | 99.37% |
19/11/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,653 CHF | 51,903 CHF | 99.24% | 99.24% |
18/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,577 CHF | 55,827 CHF | 99.26% | 99.26% |
15/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,678 CHF | 55,928 CHF | 99.39% | 99.39% |
14/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,405 CHF | 54,655 CHF | 99.35% | 99.35% |
13/11/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 29,362 | 29,362 | 60,538 CHF | 60,832 CHF | 99.37% | 99.37% |
12/11/2024 | 0.60% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,416 CHF | 83,916 CHF | 99.03% | 99.03% |
11/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,541 CHF | 84,041 CHF | 99.22% | 99.22% |
08/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,781 CHF | 76,281 CHF | 99.38% | 99.38% |
07/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,652 CHF | 73,152 CHF | 99.26% | 99.26% |