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% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,445 CHF | 89,095 CHF | 99.64% | 99.64% |
19/11/2024 | 0.87% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,004 CHF | 77,680 CHF | 96.67% | 96.67% |
18/11/2024 | 1.00% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 47,794 | 44,486 | 74,867 CHF | 70,307 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 1.58 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,815 CHF | 81,479 CHF | 97.65% | 97.65% |
14/11/2024 | 0.80% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,189 CHF | 83,861 CHF | 99.42% | 99.42% |
13/11/2024 | 0.80% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 49,548 | 49,435 | 85,022 CHF | 85,506 CHF | 98.22% | 98.22% |
12/11/2024 | 0.79% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,609 CHF | 91,325 CHF | 99.54% | 99.54% |
11/11/2024 | 1.18% | 1.90 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,032 CHF | 96,162 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 1.79 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,286 CHF | 88,975 CHF | 96.69% | 96.69% |
07/11/2024 | 0.79% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 48,961 | 48,702 | 87,831 CHF | 88,065 CHF | 99.02% | 99.02% |