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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 34,345 | 30,431 | 62,005 CHF | 55,272 CHF | 99.64% | 99.64% |
20/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 60,908 CHF | 54,259 CHF | 99.65% | 99.65% |
19/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 60,807 CHF | 54,202 CHF | 99.66% | 99.66% |
18/11/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 60,114 CHF | 53,613 CHF | 99.66% | 99.66% |
15/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 34,344 | 30,429 | 60,065 CHF | 53,497 CHF | 99.66% | 99.66% |
14/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 59,655 CHF | 53,192 CHF | 99.66% | 99.66% |
13/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 34,765 | 30,956 | 59,079 CHF | 52,925 CHF | 90.87% | 90.87% |
12/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 58,537 CHF | 52,180 CHF | 99.66% | 99.66% |
11/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 34,391 | 30,489 | 59,379 CHF | 52,880 CHF | 98.60% | 98.60% |
08/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 60,115 CHF | 53,572 CHF | 99.65% | 99.65% |