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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,911 CHF | 97,311 CHF | 99.38% | 99.38% |
20/11/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 90,057 CHF | 90,457 CHF | 99.39% | 99.39% |
19/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 86,290 CHF | 86,690 CHF | 99.29% | 99.29% |
18/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,504 CHF | 43,704 CHF | 99.29% | 99.29% |
15/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,513 CHF | 43,713 CHF | 99.37% | 99.37% |
14/11/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,972 CHF | 42,172 CHF | 99.37% | 99.37% |
13/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,715 CHF | 41,915 CHF | 99.36% | 99.36% |
12/11/2024 | 0.45% | 2.08 CHF | 2.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,956 CHF | 44,156 CHF | 99.10% | 99.10% |
11/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 47,201 CHF | 47,401 CHF | 99.31% | 99.31% |
08/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,360 CHF | 43,560 CHF | 99.38% | 99.38% |