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 | 0.59% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,083 CHF | 84,583 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,254 CHF | 87,754 CHF | 99.92% | 99.92% |
18/11/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,641 CHF | 82,141 CHF | 99.86% | 99.86% |
15/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,809 CHF | 81,309 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,586 CHF | 85,086 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,992 CHF | 89,492 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,951 CHF | 84,451 CHF | 99.71% | 99.71% |
11/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,244 CHF | 72,744 CHF | 99.89% | 99.89% |
08/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,371 CHF | 73,871 CHF | 100.00% | 100.00% |
07/11/2024 | 0.76% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,609 CHF | 66,109 CHF | 99.90% | 99.90% |