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 | 0.87% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,153 CHF | 57,653 CHF | 99.36% | 99.36% |
19/11/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,260 | 50,260 | 53,057 CHF | 53,560 CHF | 99.28% | 99.28% |
18/11/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,398 CHF | 60,898 CHF | 99.23% | 99.23% |
15/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,536 CHF | 61,036 CHF | 99.38% | 99.38% |
14/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,336 CHF | 58,836 CHF | 99.35% | 99.35% |
13/11/2024 | 0.94% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 55,038 | 55,038 | 58,428 CHF | 58,978 CHF | 99.38% | 99.38% |
12/11/2024 | 1.45% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 80,236 | 80,236 | 55,018 CHF | 55,820 CHF | 99.04% | 99.04% |
11/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 78,030 | 78,030 | 53,495 CHF | 54,275 CHF | 99.22% | 99.22% |
08/11/2024 | 1.79% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,430 CHF | 56,430 CHF | 99.38% | 99.38% |
07/11/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 106,760 | 106,760 | 53,875 CHF | 54,943 CHF | 99.26% | 99.26% |