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 | 0.55% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,925 CHF | 91,425 CHF | 99.37% | 99.37% |
19/11/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,376 CHF | 86,876 CHF | 99.27% | 99.27% |
18/11/2024 | 0.53% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 49,211 | 49,211 | 92,112 CHF | 92,605 CHF | 99.25% | 99.25% |
15/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,420 CHF | 93,920 CHF | 99.39% | 99.39% |
14/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,045 CHF | 91,545 CHF | 99.35% | 99.35% |
13/11/2024 | 0.58% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 48,559 | 48,559 | 83,276 CHF | 83,761 CHF | 96.02% | 96.02% |
12/11/2024 | 0.74% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,333 CHF | 67,833 CHF | 90.13% | 90.13% |
11/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,596 CHF | 67,096 CHF | 99.20% | 99.20% |
08/11/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,732 CHF | 60,232 CHF | 99.39% | 99.39% |
07/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,065 CHF | 57,565 CHF | 99.26% | 99.26% |