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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,709 CHF | 84,209 CHF | 100.00% | 100.00% |
22/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,237 CHF | 83,737 CHF | 100.00% | 100.00% |
20/11/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,389 CHF | 81,889 CHF | 99.73% | 99.73% |
19/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,731 CHF | 80,231 CHF | 99.86% | 99.86% |
18/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,694 CHF | 82,194 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,927 CHF | 85,427 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,295 CHF | 83,795 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,961 CHF | 80,461 CHF | 99.94% | 99.94% |
12/11/2024 | 0.58% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,532 CHF | 86,032 CHF | 100.00% | 100.00% |
11/11/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,353 CHF | 85,853 CHF | 99.65% | 99.65% |