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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 78,217 CHF | 78,617 CHF | 99.38% | 99.38% |
20/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 86,292 CHF | 86,692 CHF | 99.39% | 99.39% |
19/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,991 CHF | 90,391 CHF | 99.30% | 99.30% |
18/11/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,959 CHF | 45,159 CHF | 99.28% | 99.28% |
15/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 45,264 CHF | 45,464 CHF | 99.38% | 99.38% |
14/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,737 CHF | 46,937 CHF | 99.38% | 99.38% |
13/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 47,060 CHF | 47,260 CHF | 99.39% | 99.39% |
12/11/2024 | 0.45% | 2.36 CHF | 2.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,788 CHF | 44,988 CHF | 99.10% | 99.10% |
11/11/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,712 CHF | 41,912 CHF | 99.31% | 99.31% |
08/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 45,843 CHF | 46,043 CHF | 99.39% | 99.39% |