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 | 0.35% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,073 CHF | 143,573 CHF | 98.53% | 98.53% |
19/11/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,393 CHF | 135,893 CHF | 94.51% | 94.51% |
18/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,597 CHF | 149,097 CHF | 34.55% | 94.32% |
15/11/2024 | 0.36% | 3.03 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,290 CHF | 137,790 CHF | 77.72% | 95.93% |
14/11/2024 | 0.36% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,035 CHF | 139,535 CHF | 94.26% | 94.26% |
13/11/2024 | 0.37% | 2.89 CHF | 2.77 CHF | 50,000 | 50,000 | 42,587 | 42,587 | 114,189 CHF | 114,615 CHF | 71.43% | 98.88% |
12/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,562 CHF | 64,812 CHF | 93.27% | 93.27% |
11/11/2024 | 0.37% | 2.79 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,608 CHF | 66,858 CHF | 87.78% | 97.99% |
08/11/2024 | 0.44% | 2.42 CHF | 2.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,603 CHF | 56,853 CHF | 99.22% | 99.22% |
07/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,872 CHF | 55,122 CHF | 97.74% | 97.74% |