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 | 0.87% | 2.56 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,121 CHF | 132,266 CHF | 99.64% | 99.64% |
19/11/2024 | 0.98% | 2.39 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,963 CHF | 119,128 CHF | 96.66% | 96.66% |
18/11/2024 | 1.10% | 2.43 CHF | 2.45 CHF | 50,000 | 50,000 | 45,589 | 44,486 | 109,053 CHF | 107,527 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 2.41 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,421 CHF | 123,583 CHF | 97.65% | 97.65% |
14/11/2024 | 0.92% | 2.49 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,041 CHF | 126,197 CHF | 99.42% | 99.42% |
13/11/2024 | 0.91% | 2.54 CHF | 2.57 CHF | 50,000 | 50,000 | 49,435 | 49,435 | 126,610 CHF | 127,761 CHF | 98.22% | 98.22% |
12/11/2024 | 0.88% | 2.56 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,667 CHF | 134,847 CHF | 99.54% | 99.54% |
11/11/2024 | 0.84% | 2.78 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,931 CHF | 140,100 CHF | 100.00% | 100.00% |
08/11/2024 | 0.88% | 2.66 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,262 CHF | 132,425 CHF | 96.69% | 96.69% |
07/11/2024 | 0.92% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 48,702 | 48,702 | 129,281 CHF | 130,457 CHF | 99.02% | 99.02% |