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 | 0.56% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,285 CHF | 89,785 CHF | 99.96% | 99.96% |
19/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,631 CHF | 91,131 CHF | 98.47% | 98.47% |
18/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,963 CHF | 90,463 CHF | 99.91% | 99.91% |
15/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,156 CHF | 87,656 CHF | 100.00% | 100.00% |
14/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,134 CHF | 87,634 CHF | 99.64% | 99.64% |
13/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,343 CHF | 84,843 CHF | 99.95% | 99.95% |
12/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,408 CHF | 82,908 CHF | 99.84% | 99.84% |
11/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,851 CHF | 80,351 CHF | 99.81% | 99.81% |
08/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,679 CHF | 79,179 CHF | 99.89% | 99.89% |
07/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,957 CHF | 74,457 CHF | 99.90% | 99.90% |