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% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,286 CHF | 91,786 CHF | 99.38% | 99.38% |
19/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 62,720 CHF | 63,070 CHF | 99.24% | 99.24% |
18/11/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 64,383 CHF | 64,733 CHF | 99.30% | 99.30% |
15/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 68,714 CHF | 69,064 CHF | 99.39% | 99.39% |
14/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 67,422 CHF | 67,772 CHF | 99.36% | 99.36% |
13/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 67,319 CHF | 67,669 CHF | 99.37% | 99.37% |
12/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 69,048 CHF | 69,398 CHF | 99.08% | 99.08% |
11/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 73,160 CHF | 73,510 CHF | 99.28% | 99.28% |
08/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 71,434 CHF | 71,784 CHF | 99.38% | 99.38% |
07/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 66,703 CHF | 67,053 CHF | 99.28% | 99.28% |