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 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,037 CHF | 62,287 CHF | 99.39% | 99.39% |
19/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,580 CHF | 61,830 CHF | 99.28% | 99.28% |
18/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,848 CHF | 57,098 CHF | 99.29% | 99.29% |
15/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,040 CHF | 53,290 CHF | 99.39% | 99.39% |
14/11/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,867 CHF | 52,117 CHF | 99.37% | 99.37% |
13/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.36% | 99.36% |
12/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.10% | 99.10% |
11/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.31% | 99.31% |
08/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.38% | 99.38% |
07/11/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.26% | 99.26% |