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 | 0.61% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,848 CHF | 82,348 CHF | 99.38% | 99.38% |
19/11/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,958 CHF | 77,458 CHF | 99.24% | 99.24% |
18/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,320 CHF | 79,820 CHF | 99.26% | 99.26% |
15/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,689 CHF | 80,189 CHF | 99.37% | 99.37% |
14/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,702 CHF | 81,202 CHF | 99.37% | 99.37% |
13/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,711 CHF | 81,211 CHF | 99.39% | 99.39% |
12/11/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,277 CHF | 82,777 CHF | 99.06% | 99.06% |
11/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,174 CHF | 85,674 CHF | 99.24% | 99.24% |
08/11/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,946 CHF | 74,446 CHF | 99.38% | 99.38% |
07/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,088 CHF | 73,588 CHF | 99.27% | 99.27% |