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 | 1.05% | 1.93 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,884 CHF | 95,884 CHF | 99.41% | 99.41% |
19/11/2024 | 1.04% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 49,240 | 49,240 | 93,942 CHF | 94,927 CHF | 99.11% | 99.11% |
18/11/2024 | 0.91% | 2.17 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,817 CHF | 55,317 CHF | 99.31% | 99.31% |
15/11/2024 | 0.86% | 2.34 CHF | 2.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,988 CHF | 58,488 CHF | 99.42% | 99.42% |
14/11/2024 | 0.87% | 2.28 CHF | 2.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,442 CHF | 57,942 CHF | 98.77% | 98.77% |
13/11/2024 | 0.92% | 2.17 CHF | 2.19 CHF | 25,000 | 25,000 | 22,425 | 22,425 | 48,379 CHF | 48,828 CHF | 98.90% | 98.90% |
12/11/2024 | 0.95% | 2.11 CHF | 2.13 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 27,269 CHF | 27,529 CHF | 98.96% | 98.96% |
11/11/2024 | 0.97% | 2.11 CHF | 2.13 CHF | 13,000 | 13,000 | 14,263 | 14,263 | 29,209 CHF | 29,494 CHF | 99.09% | 99.09% |
08/11/2024 | 1.04% | 1.97 CHF | 1.99 CHF | 25,000 | 25,000 | 24,622 | 24,622 | 46,969 CHF | 47,461 CHF | 99.26% | 99.26% |
07/11/2024 | 0.97% | 1.97 CHF | 1.99 CHF | 25,000 | 25,000 | 14,228 | 14,228 | 29,162 CHF | 29,446 CHF | 98.91% | 98.91% |