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 | 0.73% | 3.06 CHF | 3.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,001 CHF | 157,148 CHF | 99.64% | 99.64% |
19/11/2024 | 0.79% | 2.88 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,836 CHF | 143,975 CHF | 96.67% | 96.67% |
18/11/2024 | 0.90% | 2.92 CHF | 2.94 CHF | 50,000 | 50,000 | 44,486 | 44,486 | 128,399 CHF | 129,501 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 2.91 CHF | 2.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,231 CHF | 148,409 CHF | 97.65% | 97.65% |
14/11/2024 | 0.78% | 2.98 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,865 CHF | 151,046 CHF | 99.42% | 99.42% |
13/11/2024 | 0.78% | 3.04 CHF | 3.06 CHF | 50,000 | 50,000 | 49,435 | 49,435 | 151,103 CHF | 152,274 CHF | 98.22% | 98.22% |
12/11/2024 | 0.76% | 3.05 CHF | 3.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,415 CHF | 159,622 CHF | 99.54% | 99.54% |
11/11/2024 | 0.73% | 3.27 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,724 CHF | 164,917 CHF | 100.00% | 100.00% |
08/11/2024 | 0.76% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,098 CHF | 157,291 CHF | 96.69% | 96.69% |
07/11/2024 | 0.78% | 3.15 CHF | 3.17 CHF | 50,000 | 50,000 | 48,702 | 48,702 | 153,591 CHF | 154,774 CHF | 99.02% | 99.02% |