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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.66% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,643 CHF | 76,143 CHF | 97.57% | 97.57% |
22/11/2024 | 0.71% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,187 CHF | 70,687 CHF | 99.06% | 99.06% |
20/11/2024 | 0.78% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,565 CHF | 64,065 CHF | 93.70% | 93.70% |
19/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,624 CHF | 53,124 CHF | 95.44% | 95.44% |
18/11/2024 | 0.84% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,254 CHF | 59,754 CHF | 93.61% | 93.61% |
15/11/2024 | 0.68% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,910 CHF | 73,410 CHF | 99.48% | 99.48% |
14/11/2024 | 0.74% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,848 CHF | 68,348 CHF | 99.41% | 99.41% |
13/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 45,155 | 45,155 | 50,710 CHF | 51,161 CHF | 97.98% | 97.98% |
12/11/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 38,000 | 38,000 | 46,348 | 46,348 | 30,089 CHF | 30,553 CHF | 98.34% | 98.34% |
11/11/2024 | 1.70% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 48,319 | 48,319 | 28,272 CHF | 28,755 CHF | 99.34% | 99.34% |