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 | 0.52% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,745 CHF | 96,245 CHF | 100.00% | 100.00% |
22/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,231 CHF | 96,731 CHF | 100.00% | 100.00% |
20/11/2024 | 0.57% | 1.93 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,674 CHF | 96,223 CHF | 100.00% | 100.00% |
19/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,781 CHF | 95,281 CHF | 100.00% | 100.00% |
18/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,741 CHF | 95,241 CHF | 100.00% | 100.00% |
15/11/2024 | 0.57% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,838 CHF | 96,391 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,936 CHF | 96,436 CHF | 99.52% | 99.52% |
13/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 49,763 | 49,704 | 100,114 CHF | 100,500 CHF | 99.32% | 99.32% |
12/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,413 CHF | 99,913 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,490 CHF | 96,990 CHF | 100.00% | 100.00% |