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% | 2.23 CHF | 2.24 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 65,493 CHF | 43,862 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 67,118 CHF | 44,945 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 67,005 CHF | 44,870 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 65,442 CHF | 43,828 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.09 CHF | 2.10 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 64,576 CHF | 43,251 CHF | 99.44% | 99.44% |
13/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 30,000 | 20,000 | 30,000 | 19,804 | 67,844 CHF | 44,981 CHF | 98.88% | 98.88% |
12/11/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 65,338 CHF | 43,758 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 61,071 CHF | 40,914 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 62,316 CHF | 41,744 CHF | 100.00% | 100.00% |
07/11/2024 | 0.53% | 1.99 CHF | 2.00 CHF | 30,000 | 20,000 | 30,000 | 19,351 | 58,544 CHF | 37,942 CHF | 99.06% | 99.06% |