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 | 0.48% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 49,978 | 49,978 | 103,626 CHF | 104,125 CHF | 96.63% | 96.63% |
19/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 49,990 | 49,990 | 97,729 CHF | 98,229 CHF | 89.31% | 89.31% |
18/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 49,975 | 49,975 | 112,029 CHF | 112,528 CHF | 99.68% | 99.68% |
15/11/2024 | 0.40% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 39,884 | 39,884 | 98,785 CHF | 99,184 CHF | 96.88% | 96.88% |
14/11/2024 | 0.41% | 2.59 CHF | 2.60 CHF | 40,000 | 40,000 | 39,946 | 39,946 | 98,355 CHF | 98,754 CHF | 97.19% | 97.19% |
13/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 40,000 | 40,000 | 40,543 | 40,543 | 96,054 CHF | 96,459 CHF | 95.08% | 95.08% |
12/11/2024 | 0.42% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 41,164 | 41,164 | 97,939 CHF | 98,350 CHF | 96.26% | 96.26% |
11/11/2024 | 0.44% | 2.39 CHF | 2.40 CHF | 40,000 | 40,000 | 40,512 | 40,512 | 94,878 CHF | 95,285 CHF | 97.19% | 97.19% |
08/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 47,347 | 47,347 | 106,108 CHF | 106,583 CHF | 94.40% | 94.40% |
07/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 40,154 | 40,154 | 94,476 CHF | 94,877 CHF | 94.31% | 94.31% |