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 | 0.50% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 30,876 | 30,876 | 61,755 CHF | 62,064 CHF | 99.37% | 99.37% |
19/11/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,047 CHF | 91,547 CHF | 99.27% | 99.27% |
18/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,833 CHF | 91,333 CHF | 99.30% | 99.30% |
15/11/2024 | 0.54% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,573 CHF | 92,073 CHF | 99.38% | 99.38% |
14/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,237 CHF | 95,737 CHF | 99.37% | 99.37% |
13/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,734 CHF | 92,234 CHF | 99.35% | 99.35% |
12/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 39,518 | 39,518 | 78,390 CHF | 78,786 CHF | 99.03% | 99.03% |
11/11/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,573 CHF | 51,823 CHF | 99.23% | 99.23% |
08/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 34,031 | 34,031 | 68,011 CHF | 68,351 CHF | 99.39% | 99.39% |
07/11/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,784 CHF | 94,284 CHF | 99.26% | 99.26% |