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 | 0.66% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,518 CHF | 76,018 CHF | 99.36% | 99.36% |
19/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,993 CHF | 71,493 CHF | 99.24% | 99.24% |
18/11/2024 | 0.63% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,771 CHF | 79,271 CHF | 99.28% | 99.28% |
15/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,908 CHF | 79,408 CHF | 99.37% | 99.37% |
14/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,557 CHF | 77,057 CHF | 99.35% | 99.35% |
13/11/2024 | 0.70% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,155 | 50,155 | 71,692 CHF | 72,193 CHF | 99.39% | 99.39% |
12/11/2024 | 0.97% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 54,188 | 54,188 | 55,364 CHF | 55,906 CHF | 99.07% | 99.07% |
11/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 52,505 | 52,505 | 53,921 CHF | 54,446 CHF | 99.23% | 99.23% |
08/11/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,994 CHF | 66,744 CHF | 99.37% | 99.37% |
07/11/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,563 CHF | 62,313 CHF | 99.26% | 99.26% |