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 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,703 CHF | 94,203 CHF | 99.97% | 99.97% |
19/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,144 CHF | 94,644 CHF | 99.85% | 99.85% |
18/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,900 CHF | 92,400 CHF | 99.95% | 99.95% |
15/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,038 CHF | 90,538 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,828 CHF | 92,328 CHF | 99.66% | 99.66% |
13/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,772 CHF | 93,272 CHF | 99.97% | 99.97% |
12/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,718 CHF | 92,218 CHF | 99.83% | 99.83% |
11/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,164 CHF | 87,664 CHF | 99.80% | 99.80% |
08/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,941 CHF | 87,441 CHF | 99.87% | 99.87% |
07/11/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,926 CHF | 81,426 CHF | 99.90% | 99.90% |