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 | 2.30% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 25,333 | 54,477 CHF | 28,301 CHF | 99.69% | 99.69% |
19/11/2024 | 2.26% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 25,335 | 55,466 CHF | 28,689 CHF | 99.65% | 99.65% |
18/11/2024 | 2.26% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 25,332 | 55,482 CHF | 28,648 CHF | 99.66% | 99.66% |
15/11/2024 | 2.10% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 29,340 | 53,139 CHF | 32,377 CHF | 56.35% | 56.35% |
14/11/2024 | 2.63% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 20,005 | 57,312 CHF | 19,622 CHF | 99.66% | 99.66% |
13/11/2024 | 2.53% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 58,539 | 25,788 | 57,801 CHF | 26,115 CHF | 96.80% | 96.80% |
12/11/2024 | 2.55% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 59,552 | 25,331 | 58,663 CHF | 25,534 CHF | 99.68% | 99.68% |
11/11/2024 | 2.65% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 20,290 | 56,596 CHF | 19,654 CHF | 96.93% | 96.93% |
08/11/2024 | 2.78% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 20,025 | 54,237 CHF | 18,622 CHF | 99.66% | 99.66% |
07/11/2024 | 2.75% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 20,021 | 54,577 CHF | 18,705 CHF | 99.68% | 99.68% |