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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,239 CHF | 63,739 CHF | 90.19% | 90.19% |
22/11/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,260 CHF | 63,760 CHF | 98.26% | 98.26% |
20/11/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,591 CHF | 64,091 CHF | 99.43% | 99.43% |
19/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,622 CHF | 57,122 CHF | 99.01% | 99.01% |
18/11/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,252 CHF | 59,752 CHF | 99.27% | 99.27% |
15/11/2024 | 0.70% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,438 CHF | 71,938 CHF | 98.27% | 98.27% |
14/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,440 CHF | 78,940 CHF | 98.53% | 98.53% |
13/11/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 44,685 | 44,685 | 72,033 CHF | 72,480 CHF | 99.23% | 99.23% |
12/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,893 CHF | 41,143 CHF | 98.95% | 98.95% |
11/11/2024 | 0.59% | 1.59 CHF | 1.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,260 CHF | 42,510 CHF | 95.54% | 95.54% |