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 | 0.55% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,188 CHF | 91,688 CHF | 97.92% | 97.92% |
19/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,950 CHF | 84,450 CHF | 86.98% | 86.98% |
18/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,201 CHF | 94,701 CHF | 99.94% | 99.94% |
15/11/2024 | 0.49% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 28,847 | 28,847 | 58,343 CHF | 58,631 CHF | 97.92% | 97.92% |
14/11/2024 | 0.50% | 2.12 CHF | 2.13 CHF | 25,000 | 25,000 | 35,277 | 35,277 | 70,413 CHF | 70,765 CHF | 99.96% | 99.96% |
13/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,521 CHF | 86,021 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 32,729 | 32,729 | 64,539 CHF | 64,866 CHF | 99.98% | 99.98% |
11/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,494 CHF | 56,744 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 26,580 | 26,580 | 54,849 CHF | 55,115 CHF | 98.38% | 98.38% |
07/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,967 CHF | 55,217 CHF | 94.35% | 94.35% |