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 | 0.46% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,717 CHF | 108,217 CHF | 99.38% | 99.38% |
19/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,131 CHF | 55,381 CHF | 99.27% | 99.27% |
18/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,752 CHF | 56,002 CHF | 99.30% | 99.30% |
15/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,088 CHF | 57,338 CHF | 99.39% | 99.39% |
14/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,066 CHF | 57,316 CHF | 99.35% | 99.35% |
13/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,650 CHF | 58,900 CHF | 99.39% | 99.39% |
12/11/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,028 CHF | 55,278 CHF | 99.10% | 99.10% |
11/11/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,725 CHF | 52,975 CHF | 99.29% | 99.29% |
08/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,890 CHF | 54,140 CHF | 99.38% | 99.38% |
07/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,832 CHF | 54,082 CHF | 99.28% | 99.28% |