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 | 1.54% | 3.24 CHF | 3.27 CHF | 50,000 | 50,000 | 26,591 | 18,788 | 89,771 CHF | 63,487 CHF | 98.53% | 98.53% |
19/11/2024 | 1.63% | 3.38 CHF | 3.41 CHF | 50,000 | 50,000 | 26,516 | 18,689 | 86,384 CHF | 61,744 CHF | 99.66% | 99.66% |
18/11/2024 | 1.55% | 3.41 CHF | 3.44 CHF | 50,000 | 50,000 | 26,530 | 18,707 | 90,980 CHF | 64,915 CHF | 99.45% | 99.45% |
15/11/2024 | 1.37% | 3.49 CHF | 3.52 CHF | 50,000 | 50,000 | 26,517 | 18,689 | 100,421 CHF | 70,411 CHF | 99.66% | 99.66% |
14/11/2024 | 2.05% | 4.10 CHF | 4.15 CHF | 50,000 | 50,000 | 26,517 | 18,689 | 112,675 CHF | 80,261 CHF | 99.66% | 99.66% |
13/11/2024 | 1.37% | 4.12 CHF | 4.15 CHF | 50,000 | 50,000 | 26,654 | 18,873 | 104,667 CHF | 75,447 CHF | 97.60% | 97.60% |
12/11/2024 | 1.43% | 3.68 CHF | 3.71 CHF | 50,000 | 50,000 | 26,517 | 18,689 | 98,345 CHF | 70,136 CHF | 99.66% | 99.66% |
11/11/2024 | 1.38% | 3.72 CHF | 3.75 CHF | 50,000 | 50,000 | 26,518 | 18,691 | 100,937 CHF | 71,497 CHF | 99.66% | 99.66% |
08/11/2024 | 1.37% | 3.84 CHF | 3.87 CHF | 50,000 | 50,000 | 26,530 | 18,707 | 102,331 CHF | 72,846 CHF | 99.45% | 99.45% |
07/11/2024 | 1.43% | 3.97 CHF | 4.00 CHF | 50,000 | 50,000 | 26,517 | 18,689 | 100,587 CHF | 72,605 CHF | 99.66% | 99.66% |