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 | 1.20% | 2.49 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,058 CHF | 125,558 CHF | 99.98% | 99.98% |
19/11/2024 | 1.18% | 2.52 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,908 CHF | 128,408 CHF | 99.85% | 99.85% |
18/11/2024 | 1.18% | 2.51 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,466 CHF | 127,966 CHF | 99.91% | 99.91% |
15/11/2024 | 1.20% | 2.54 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,201 CHF | 125,701 CHF | 100.00% | 100.00% |
14/11/2024 | 1.23% | 2.43 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,342 CHF | 122,842 CHF | 99.65% | 99.65% |
13/11/2024 | 1.25% | 2.42 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,659 CHF | 121,159 CHF | 99.96% | 99.96% |
12/11/2024 | 1.26% | 2.38 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,630 CHF | 120,130 CHF | 99.84% | 99.84% |
11/11/2024 | 1.30% | 2.31 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,053 CHF | 116,553 CHF | 99.83% | 99.83% |
08/11/2024 | 1.29% | 2.34 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,579 CHF | 117,079 CHF | 99.87% | 99.87% |
07/11/2024 | 1.33% | 2.28 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,293 CHF | 113,793 CHF | 99.90% | 99.90% |