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 | 1.71% | 2.87 CHF | 2.90 CHF | 50,000 | 50,000 | 26,516 | 18,688 | 80,570 CHF | 56,822 CHF | 99.65% | 99.65% |
19/11/2024 | 1.87% | 3.02 CHF | 3.05 CHF | 50,000 | 50,000 | 26,514 | 18,685 | 76,134 CHF | 54,904 CHF | 99.65% | 99.65% |
18/11/2024 | 1.91% | 2.87 CHF | 2.90 CHF | 50,000 | 50,000 | 26,522 | 18,696 | 73,786 CHF | 52,976 CHF | 99.57% | 99.57% |
15/11/2024 | 1.83% | 2.64 CHF | 2.67 CHF | 50,000 | 50,000 | 26,518 | 18,690 | 75,704 CHF | 53,677 CHF | 99.67% | 99.67% |
14/11/2024 | 1.62% | 3.01 CHF | 3.04 CHF | 50,000 | 50,000 | 26,517 | 18,690 | 85,432 CHF | 60,356 CHF | 99.66% | 99.66% |
13/11/2024 | 1.52% | 3.33 CHF | 3.36 CHF | 50,000 | 50,000 | 26,653 | 18,871 | 91,487 CHF | 65,124 CHF | 97.59% | 97.59% |
12/11/2024 | 1.57% | 3.39 CHF | 3.42 CHF | 50,000 | 50,000 | 26,516 | 18,688 | 90,320 CHF | 64,638 CHF | 99.65% | 99.65% |
11/11/2024 | 1.62% | 3.37 CHF | 3.40 CHF | 50,000 | 50,000 | 26,516 | 18,688 | 87,741 CHF | 62,957 CHF | 99.65% | 99.65% |
08/11/2024 | 1.58% | 3.26 CHF | 3.29 CHF | 50,000 | 50,000 | 26,515 | 18,687 | 88,580 CHF | 62,923 CHF | 99.65% | 99.65% |
07/11/2024 | 1.66% | 3.31 CHF | 3.34 CHF | 50,000 | 50,000 | 26,516 | 18,688 | 85,153 CHF | 61,028 CHF | 99.66% | 99.66% |