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 | 0.69% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 30,091 | 30,091 | 78,266 CHF | 78,764 CHF | 93.94% | 93.94% |
19/11/2024 | 0.66% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 29,798 | 29,798 | 81,711 CHF | 82,200 CHF | 99.67% | 99.67% |
18/11/2024 | 0.68% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 32,120 | 32,120 | 85,831 CHF | 86,333 CHF | 67.16% | 67.16% |
15/11/2024 | 0.82% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 34,261 | 29,796 | 78,778 CHF | 69,287 CHF | 99.67% | 99.67% |
14/11/2024 | 0.94% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 33,685 | 27,876 | 66,861 CHF | 55,993 CHF | 91.57% | 91.57% |
13/11/2024 | 0.95% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 34,373 | 29,230 | 64,979 CHF | 55,683 CHF | 97.11% | 97.11% |
12/11/2024 | 0.99% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 34,850 | 29,254 | 64,498 CHF | 54,794 CHF | 87.57% | 87.57% |
11/11/2024 | 1.03% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 34,357 | 28,847 | 61,139 CHF | 51,759 CHF | 97.47% | 97.47% |
08/11/2024 | 0.91% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 34,332 | 29,886 | 68,119 CHF | 59,597 CHF | 98.64% | 98.64% |
07/11/2024 | 0.81% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 34,376 | 29,934 | 76,295 CHF | 66,811 CHF | 97.63% | 97.63% |