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 | 0.37% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,557 CHF | 67,807 CHF | 99.60% | 99.60% |
19/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,352 CHF | 65,602 CHF | 99.49% | 99.49% |
18/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,707 CHF | 70,957 CHF | 99.57% | 99.57% |
15/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 85,192 CHF | 85,492 CHF | 98.96% | 98.96% |
14/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 79,204 CHF | 79,504 CHF | 99.48% | 99.48% |
13/11/2024 | 0.37% | 2.61 CHF | 2.62 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 80,690 CHF | 80,990 CHF | 99.51% | 99.51% |
12/11/2024 | 0.35% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,679 CHF | 70,929 CHF | 99.57% | 99.57% |
11/11/2024 | 0.30% | 3.18 CHF | 3.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,211 CHF | 82,461 CHF | 99.57% | 99.57% |
08/11/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,370 CHF | 62,570 CHF | 99.16% | 99.19% |
07/11/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,233 CHF | 91,483 CHF | 99.55% | 99.55% |