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 | 0.57% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 59,756 CHF | 53,275 CHF | 99.60% | 99.60% |
20/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 34,342 | 30,428 | 58,666 CHF | 52,269 CHF | 99.62% | 99.62% |
19/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 34,384 | 30,428 | 58,614 CHF | 52,199 CHF | 99.63% | 99.63% |
18/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 35,084 | 30,427 | 59,102 CHF | 51,622 CHF | 99.63% | 99.63% |
15/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 34,343 | 30,428 | 57,793 CHF | 51,482 CHF | 99.63% | 99.63% |
14/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 38,734 | 30,428 | 64,711 CHF | 51,210 CHF | 99.63% | 99.63% |
13/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 42,371 | 30,927 | 69,262 CHF | 50,877 CHF | 91.23% | 91.23% |
12/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 42,172 | 30,431 | 69,152 CHF | 50,224 CHF | 99.64% | 99.64% |
11/11/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 34,472 | 30,487 | 57,314 CHF | 50,925 CHF | 98.57% | 98.57% |
08/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 34,342 | 30,428 | 57,914 CHF | 51,619 CHF | 99.62% | 99.62% |