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 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,492 CHF | 157,492 CHF | 99.39% | 99.39% |
19/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,960 CHF | 76,460 CHF | 99.30% | 99.30% |
18/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,549 CHF | 75,049 CHF | 99.29% | 99.29% |
15/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,561 CHF | 75,061 CHF | 99.39% | 99.39% |
14/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,861 CHF | 75,361 CHF | 99.37% | 99.37% |
13/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,992 CHF | 73,492 CHF | 99.39% | 99.39% |
12/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,586 CHF | 82,086 CHF | 99.09% | 99.09% |
11/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,258 CHF | 80,758 CHF | 99.23% | 99.23% |
08/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,966 CHF | 83,466 CHF | 99.39% | 99.39% |
07/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,550 CHF | 84,050 CHF | 99.28% | 99.28% |