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% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,327 CHF | 160,077 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.23 CHF | 2.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 174,587 CHF | 175,337 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.09 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 163,301 CHF | 164,051 CHF | 98.93% | 98.93% |
15/11/2024 | 0.48% | 2.28 CHF | 2.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 155,144 CHF | 155,894 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 139,753 CHF | 140,503 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,129 CHF | 143,879 CHF | 99.87% | 99.87% |
12/11/2024 | 0.63% | 1.70 CHF | 1.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,740 CHF | 119,490 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,085 CHF | 110,835 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,823 CHF | 131,573 CHF | 100.00% | 100.00% |
07/11/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,860 CHF | 123,610 CHF | 99.67% | 99.67% |