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 | 0.54% | 2.13 CHF | 2.15 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 62,481 CHF | 2,094 CHF | 99.65% | 99.65% |
19/11/2024 | 0.53% | 2.12 CHF | 2.13 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 63,296 CHF | 2,121 CHF | 99.64% | 99.64% |
18/11/2024 | 0.53% | 2.10 CHF | 2.11 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 63,448 CHF | 2,126 CHF | 99.67% | 99.67% |
15/11/2024 | 0.54% | 2.12 CHF | 2.13 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 62,840 CHF | 2,106 CHF | 99.58% | 99.58% |
14/11/2024 | 0.61% | 1.92 CHF | 1.93 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 54,969 CHF | 1,844 CHF | 99.67% | 99.67% |
13/11/2024 | 0.62% | 1.72 CHF | 1.73 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 55,070 CHF | 1,847 CHF | 97.13% | 97.13% |
12/11/2024 | 0.63% | 1.90 CHF | 1.92 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 53,803 CHF | 1,805 CHF | 99.68% | 99.68% |
11/11/2024 | 0.66% | 1.79 CHF | 1.81 CHF | 30,000 | 1,000 | 30,070 | 1,000 | 51,241 CHF | 1,715 CHF | 98.77% | 98.77% |
08/11/2024 | 0.58% | 1.79 CHF | 1.81 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 59,253 CHF | 1,987 CHF | 99.68% | 99.68% |
07/11/2024 | 0.59% | 2.00 CHF | 2.01 CHF | 30,000 | 1,000 | 30,000 | 1,000 | 57,409 CHF | 1,925 CHF | 99.66% | 99.66% |