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 | 1.69% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 42,260 | 30,089 | 63,844 CHF | 46,492 CHF | 93.97% | 93.97% |
19/11/2024 | 1.77% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 42,131 | 29,797 | 57,840 CHF | 41,511 CHF | 99.69% | 99.69% |
18/11/2024 | 1.54% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 43,160 | 32,114 | 64,072 CHF | 47,571 CHF | 67.21% | 67.21% |
15/11/2024 | 1.36% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 34,260 | 29,795 | 63,225 CHF | 55,420 CHF | 99.69% | 99.69% |
14/11/2024 | 1.19% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 33,683 | 27,872 | 73,063 CHF | 60,926 CHF | 91.61% | 91.61% |
13/11/2024 | 1.14% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 34,372 | 29,226 | 76,910 CHF | 66,122 CHF | 97.14% | 97.14% |
12/11/2024 | 1.11% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 34,849 | 29,251 | 79,197 CHF | 66,960 CHF | 87.59% | 87.59% |
11/11/2024 | 1.12% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 34,351 | 28,838 | 80,184 CHF | 68,059 CHF | 97.60% | 97.60% |
08/11/2024 | 1.22% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 34,331 | 29,884 | 72,029 CHF | 63,599 CHF | 98.66% | 98.66% |
07/11/2024 | 1.36% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 34,376 | 29,933 | 64,385 CHF | 56,857 CHF | 97.64% | 97.64% |