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 | 0.62% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,285 CHF | 80,785 CHF | 100.00% | 100.00% |
22/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,567 CHF | 77,067 CHF | 99.99% | 99.99% |
20/11/2024 | 0.59% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,342 CHF | 84,842 CHF | 99.97% | 99.97% |
19/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,117 CHF | 78,617 CHF | 99.84% | 99.84% |
18/11/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,390 CHF | 80,890 CHF | 99.91% | 99.91% |
15/11/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,495 CHF | 82,995 CHF | 100.00% | 100.00% |
14/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,046 CHF | 87,546 CHF | 99.63% | 99.63% |
13/11/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,719 CHF | 85,219 CHF | 99.94% | 99.94% |
12/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,760 CHF | 84,260 CHF | 99.76% | 99.76% |
11/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,136 CHF | 88,636 CHF | 99.77% | 99.77% |