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% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 49,945 | 49,945 | 121,976 CHF | 122,475 CHF | 95.93% | 95.93% |
19/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 49,987 | 49,987 | 116,085 CHF | 116,585 CHF | 88.17% | 88.17% |
18/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 49,967 | 49,967 | 130,442 CHF | 130,942 CHF | 99.55% | 99.55% |
15/11/2024 | 0.35% | 2.75 CHF | 2.76 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 113,972 CHF | 114,372 CHF | 95.58% | 95.58% |
14/11/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 40,000 | 40,000 | 39,960 | 39,960 | 113,369 CHF | 113,768 CHF | 96.84% | 96.84% |
13/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 40,000 | 40,000 | 40,492 | 40,492 | 111,123 CHF | 111,528 CHF | 94.18% | 94.18% |
12/11/2024 | 0.36% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 41,225 | 41,225 | 113,492 CHF | 113,904 CHF | 96.18% | 96.18% |
11/11/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 40,000 | 40,000 | 41,522 | 41,522 | 112,817 CHF | 113,232 CHF | 97.02% | 97.02% |
08/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 47,527 | 47,527 | 124,302 CHF | 124,778 CHF | 93.44% | 93.44% |
07/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 40,324 | 40,324 | 110,055 CHF | 110,458 CHF | 93.30% | 93.30% |