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 | 0.42% | 2.31 CHF | 2.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 47,426 CHF | 47,626 CHF | 99.56% | 99.56% |
19/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 37,831 CHF | 37,981 CHF | 99.46% | 99.51% |
18/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 39,689 CHF | 39,839 CHF | 99.47% | 99.53% |
15/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 53,315 CHF | 53,515 CHF | 98.89% | 98.89% |
14/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 39,554 CHF | 39,704 CHF | 99.53% | 99.53% |
13/11/2024 | 0.36% | 2.68 CHF | 2.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 55,054 CHF | 55,254 CHF | 99.52% | 99.52% |
12/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,790 CHF | 44,990 CHF | 99.51% | 99.51% |
11/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,674 CHF | 46,874 CHF | 99.50% | 99.50% |
08/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 43,740 CHF | 43,940 CHF | 99.50% | 99.50% |
07/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,467 CHF | 54,717 CHF | 99.00% | 99.00% |