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 | 0.59% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 30,091 | 30,091 | 90,666 CHF | 91,159 CHF | 93.94% | 93.94% |
19/11/2024 | 0.57% | 3.16 CHF | 3.17 CHF | 50,000 | 50,000 | 29,798 | 29,798 | 93,971 CHF | 94,461 CHF | 99.67% | 99.67% |
18/11/2024 | 0.58% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 32,119 | 32,119 | 99,094 CHF | 99,593 CHF | 67.17% | 67.17% |
15/11/2024 | 0.68% | 2.91 CHF | 2.92 CHF | 50,000 | 50,000 | 29,796 | 29,796 | 81,113 CHF | 81,608 CHF | 99.67% | 99.67% |
14/11/2024 | 0.79% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 33,684 | 27,875 | 80,799 CHF | 67,538 CHF | 91.57% | 91.57% |
13/11/2024 | 0.79% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 34,373 | 29,229 | 79,096 CHF | 67,690 CHF | 97.12% | 97.12% |
12/11/2024 | 0.80% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 34,850 | 29,254 | 78,817 CHF | 66,811 CHF | 87.57% | 87.57% |
11/11/2024 | 0.84% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 34,356 | 28,845 | 75,217 CHF | 63,579 CHF | 97.49% | 97.49% |
08/11/2024 | 0.76% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 34,332 | 29,886 | 82,048 CHF | 71,724 CHF | 98.64% | 98.64% |
07/11/2024 | 0.70% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 29,934 | 29,934 | 78,520 CHF | 79,023 CHF | 97.63% | 97.63% |