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 | 0.44% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,022 CHF | 114,522 CHF | 99.48% | 99.48% |
19/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,849 CHF | 107,349 CHF | 94.55% | 94.55% |
18/11/2024 | 0.39% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,204 CHF | 127,704 CHF | 94.29% | 94.29% |
15/11/2024 | 0.46% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,606 CHF | 110,106 CHF | 95.80% | 95.80% |
14/11/2024 | 0.46% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,275 CHF | 109,775 CHF | 98.43% | 98.43% |
13/11/2024 | 0.47% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 44,134 | 44,134 | 94,068 CHF | 94,509 CHF | 90.22% | 90.22% |
12/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,314 CHF | 50,564 CHF | 99.11% | 99.11% |
11/11/2024 | 0.48% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,099 CHF | 52,349 CHF | 98.08% | 98.08% |
08/11/2024 | 0.59% | 1.84 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,498 CHF | 42,748 CHF | 99.20% | 99.20% |
07/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,959 CHF | 41,209 CHF | 99.22% | 99.22% |