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 | 0.50% | 1.90 CHF | 1.91 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 599,188 CHF | 100,365 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 574,763 CHF | 96,294 CHF | 99.17% | 99.17% |
18/11/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 628,458 CHF | 105,243 CHF | 99.22% | 99.22% |
15/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 650,758 CHF | 108,960 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 583,277 CHF | 97,713 CHF | 99.15% | 99.15% |
13/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 557,796 CHF | 93,466 CHF | 99.16% | 99.16% |
12/11/2024 | 0.47% | 1.88 CHF | 1.89 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 634,430 CHF | 106,238 CHF | 99.16% | 99.16% |
11/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 681,605 CHF | 114,101 CHF | 99.16% | 99.16% |
08/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 619,100 CHF | 103,683 CHF | 99.16% | 99.16% |
07/11/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 558,417 CHF | 187,139 CHF | 98.19% | 98.19% |