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 | 0.69% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,109 CHF | 72,609 CHF | 99.39% | 99.39% |
19/11/2024 | 0.74% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,282 CHF | 67,782 CHF | 99.28% | 99.28% |
18/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,219 CHF | 76,719 CHF | 99.29% | 99.29% |
15/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,704 CHF | 79,204 CHF | 99.37% | 99.37% |
14/11/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,472 CHF | 69,972 CHF | 99.39% | 99.39% |
13/11/2024 | 0.70% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,861 CHF | 71,361 CHF | 99.38% | 99.38% |
12/11/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 75,482 CHF | 75,983 CHF | 99.10% | 99.10% |
11/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,231 CHF | 76,731 CHF | 99.31% | 99.31% |
08/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,516 CHF | 77,016 CHF | 99.38% | 99.38% |
07/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,218 CHF | 74,718 CHF | 99.25% | 99.25% |