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 | 0.47% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,899 CHF | 53,149 CHF | 99.39% | 99.39% |
19/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,161 CHF | 53,411 CHF | 99.28% | 99.28% |
18/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,184 CHF | 51,434 CHF | 99.28% | 99.28% |
15/11/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,647 CHF | 51,897 CHF | 99.39% | 99.39% |
14/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,733 CHF | 52,983 CHF | 99.38% | 99.38% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,596 CHF | 54,846 CHF | 99.38% | 99.38% |
12/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,228 CHF | 55,478 CHF | 99.08% | 99.08% |
11/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,263 CHF | 53,513 CHF | 99.24% | 99.24% |
08/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,458 CHF | 55,708 CHF | 99.39% | 99.39% |
07/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,402 CHF | 55,652 CHF | 99.26% | 99.26% |