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 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,666 CHF | 80,166 CHF | 99.95% | 99.95% |
19/11/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,425 CHF | 77,925 CHF | 99.81% | 99.81% |
18/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,939 CHF | 77,439 CHF | 99.95% | 99.95% |
15/11/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,691 CHF | 74,191 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,176 CHF | 70,676 CHF | 99.54% | 99.54% |
13/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,166 CHF | 70,666 CHF | 99.94% | 99.94% |
12/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,447 CHF | 72,947 CHF | 99.76% | 99.76% |
11/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,783 CHF | 76,283 CHF | 99.81% | 99.81% |
08/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,141 CHF | 72,641 CHF | 99.88% | 99.88% |
07/11/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,434 CHF | 74,934 CHF | 99.91% | 99.91% |