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 | 0.51% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,013 CHF | 104,547 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,083 CHF | 103,583 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,083 CHF | 103,583 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 2.08 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,113 CHF | 104,637 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,287 CHF | 104,787 CHF | 99.52% | 99.52% |
13/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 49,763 | 49,704 | 108,389 CHF | 108,764 CHF | 99.32% | 99.32% |
12/11/2024 | 0.53% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,701 CHF | 108,269 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,783 CHF | 105,301 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,855 CHF | 104,423 CHF | 100.00% | 100.00% |
07/11/2024 | 0.52% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 48,956 | 48,695 | 99,326 CHF | 99,291 CHF | 98.51% | 98.51% |