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 | 0.87% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 18,680 | 18,680 | 39,667 CHF | 39,932 CHF | 99.59% | 99.59% |
20/11/2024 | 0.83% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 18,686 | 18,686 | 38,659 CHF | 38,924 CHF | 99.63% | 99.63% |
19/11/2024 | 1.38% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 19,026 | 19,026 | 38,078 CHF | 38,436 CHF | 95.89% | 95.89% |
18/11/2024 | 0.85% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 18,714 | 18,714 | 39,554 CHF | 39,820 CHF | 99.33% | 99.33% |
15/11/2024 | 2.59% | 1.59 CHF | 1.62 CHF | 50,000 | 50,000 | 18,731 | 18,731 | 28,083 CHF | 28,723 CHF | 99.14% | 99.14% |
14/11/2024 | 2.05% | 1.62 CHF | 1.65 CHF | 50,000 | 50,000 | 18,703 | 18,703 | 32,856 CHF | 33,495 CHF | 99.47% | 99.47% |
13/11/2024 | 1.66% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 18,900 | 18,900 | 37,205 CHF | 37,638 CHF | 97.23% | 97.23% |
12/11/2024 | 1.16% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 18,854 | 18,854 | 42,733 CHF | 43,087 CHF | 97.77% | 97.77% |
11/11/2024 | 1.57% | 2.54 CHF | 2.56 CHF | 50,000 | 50,000 | 18,597 | 18,597 | 42,956 CHF | 43,485 CHF | 98.57% | 98.57% |
08/11/2024 | 1.28% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 18,690 | 18,690 | 28,093 CHF | 28,358 CHF | 99.41% | 99.41% |