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 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 48,240 | 48,240 | 63,923 CHF | 64,407 CHF | 99.43% | 99.43% |
19/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 48,589 | 48,589 | 61,414 CHF | 61,901 CHF | 99.83% | 99.83% |
18/11/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 49,334 | 49,334 | 67,250 CHF | 67,744 CHF | 99.88% | 99.88% |
15/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 49,158 | 49,158 | 66,882 CHF | 67,374 CHF | 99.45% | 99.45% |
14/11/2024 | 0.79% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 53,562 | 53,562 | 69,042 CHF | 69,579 CHF | 98.63% | 98.63% |
13/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 60,000 | 60,000 | 50,712 | 50,712 | 67,757 CHF | 68,265 CHF | 99.69% | 99.69% |
12/11/2024 | 0.77% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 49,301 | 49,301 | 65,805 CHF | 66,298 CHF | 99.88% | 99.88% |
11/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 49,166 | 49,166 | 74,854 CHF | 75,347 CHF | 100.00% | 100.00% |
08/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,204 | 49,204 | 70,568 CHF | 71,062 CHF | 99.06% | 99.06% |
07/11/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 48,823 | 48,823 | 75,149 CHF | 75,639 CHF | 99.98% | 99.98% |