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 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 64,283 CHF | 57,290 CHF | 99.63% | 99.63% |
20/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 63,168 CHF | 56,260 CHF | 99.64% | 99.64% |
19/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 63,026 CHF | 56,170 CHF | 99.65% | 99.65% |
18/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 62,363 CHF | 55,606 CHF | 99.65% | 99.65% |
15/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 62,307 CHF | 55,482 CHF | 99.65% | 99.65% |
14/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 61,938 CHF | 55,213 CHF | 99.65% | 99.65% |
13/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 34,736 | 30,920 | 61,315 CHF | 54,893 CHF | 91.40% | 91.40% |
12/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 60,800 CHF | 54,183 CHF | 99.65% | 99.65% |
11/11/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 34,391 | 30,489 | 61,647 CHF | 54,889 CHF | 98.59% | 98.59% |
08/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 62,329 CHF | 55,532 CHF | 99.64% | 99.64% |