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 | 0.60% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,521 CHF | 84,021 CHF | 98.35% | 98.35% |
19/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,535 CHF | 80,035 CHF | 98.03% | 98.03% |
18/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,564 CHF | 81,064 CHF | 99.88% | 99.88% |
15/11/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 49,994 | 49,994 | 75,830 CHF | 76,330 CHF | 99.06% | 99.06% |
14/11/2024 | 0.65% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 49,999 | 49,999 | 76,222 CHF | 76,722 CHF | 94.98% | 94.98% |
13/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,293 CHF | 81,793 CHF | 99.24% | 99.24% |
12/11/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,151 CHF | 79,651 CHF | 99.48% | 99.48% |
11/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,463 CHF | 84,963 CHF | 99.93% | 99.93% |
08/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,339 CHF | 83,839 CHF | 98.07% | 98.07% |
07/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,781 CHF | 87,281 CHF | 99.01% | 99.01% |