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 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 65,772 CHF | 47,825 CHF | 99.66% | 99.66% |
20/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 64,589 CHF | 46,880 CHF | 99.66% | 99.66% |
19/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 64,393 CHF | 46,823 CHF | 99.66% | 99.66% |
18/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 42,172 | 30,429 | 63,447 CHF | 46,202 CHF | 99.66% | 99.66% |
15/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 63,533 CHF | 46,081 CHF | 99.66% | 99.66% |
14/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 62,948 CHF | 45,799 CHF | 99.66% | 99.66% |
13/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 42,231 | 30,577 | 61,545 CHF | 44,880 CHF | 97.05% | 97.05% |
12/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 61,686 CHF | 44,838 CHF | 99.66% | 99.66% |
11/11/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 42,196 | 30,489 | 62,836 CHF | 45,541 CHF | 98.60% | 98.60% |
08/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 63,737 CHF | 46,302 CHF | 99.66% | 99.66% |