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 | 0.57% | 1.74 CHF | 1.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 70,191 CHF | 70,591 CHF | 99.73% | 99.73% |
19/11/2024 | 0.55% | 1.74 CHF | 1.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 72,245 CHF | 72,645 CHF | 99.85% | 99.85% |
18/11/2024 | 0.57% | 1.86 CHF | 1.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 70,105 CHF | 70,505 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 69,853 CHF | 70,253 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 72,113 CHF | 72,513 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 1.95 CHF | 1.96 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 68,127 CHF | 68,527 CHF | 99.95% | 99.95% |
12/11/2024 | 0.45% | 1.93 CHF | 1.94 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,396 CHF | 89,796 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 95,413 CHF | 95,813 CHF | 99.66% | 99.66% |
08/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 90,759 CHF | 91,159 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,202 CHF | 92,602 CHF | 99.70% | 99.70% |