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 | 0.86% | 2.26 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,739 CHF | 116,739 CHF | 99.34% | 99.34% |
19/11/2024 | 0.95% | 2.13 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,051 CHF | 106,051 CHF | 98.03% | 98.03% |
18/11/2024 | 0.89% | 2.17 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,346 CHF | 112,346 CHF | 93.61% | 93.61% |
15/11/2024 | 0.80% | 2.35 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,560 CHF | 125,560 CHF | 99.34% | 99.34% |
14/11/2024 | 0.84% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,462 CHF | 120,462 CHF | 98.31% | 98.31% |
13/11/2024 | 0.94% | 2.16 CHF | 2.18 CHF | 50,000 | 50,000 | 44,564 | 44,564 | 94,359 CHF | 95,250 CHF | 97.73% | 97.73% |
12/11/2024 | 1.30% | 1.58 CHF | 1.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,167 CHF | 38,667 CHF | 98.34% | 98.34% |
11/11/2024 | 1.38% | 1.50 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,028 CHF | 36,528 CHF | 99.40% | 99.40% |
08/11/2024 | 1.46% | 1.36 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,929 CHF | 34,429 CHF | 99.28% | 99.28% |
07/11/2024 | 1.53% | 1.35 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,448 CHF | 32,948 CHF | 99.35% | 99.35% |