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 | 0.57% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,948 CHF | 87,448 CHF | 99.97% | 99.97% |
19/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,484 CHF | 85,984 CHF | 99.85% | 99.85% |
18/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,480 CHF | 88,980 CHF | 99.91% | 99.91% |
15/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,862 CHF | 90,362 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,031 CHF | 86,531 CHF | 99.65% | 99.65% |
13/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,525 CHF | 85,025 CHF | 99.96% | 99.96% |
12/11/2024 | 0.56% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,911 CHF | 89,411 CHF | 99.82% | 99.82% |
11/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,606 CHF | 92,106 CHF | 99.79% | 99.79% |
08/11/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,069 CHF | 88,569 CHF | 99.88% | 99.88% |
07/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,892 CHF | 85,392 CHF | 99.89% | 99.89% |