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 | 0.82% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 34,522 | 30,091 | 77,150 CHF | 67,601 CHF | 93.94% | 93.94% |
19/11/2024 | 0.76% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 34,262 | 29,798 | 81,205 CHF | 71,161 CHF | 99.67% | 99.67% |
18/11/2024 | 0.80% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 36,324 | 32,119 | 83,157 CHF | 74,398 CHF | 67.17% | 67.17% |
15/11/2024 | 0.98% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 34,261 | 29,796 | 66,036 CHF | 58,204 CHF | 99.67% | 99.67% |
14/11/2024 | 1.16% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 41,841 | 27,875 | 67,132 CHF | 45,587 CHF | 91.57% | 91.57% |
13/11/2024 | 1.17% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 42,186 | 29,229 | 64,210 CHF | 44,859 CHF | 97.11% | 97.11% |
12/11/2024 | 1.24% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 42,425 | 29,254 | 62,645 CHF | 43,970 CHF | 87.57% | 87.57% |
11/11/2024 | 1.28% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 42,178 | 28,846 | 59,639 CHF | 41,105 CHF | 97.48% | 97.48% |
08/11/2024 | 1.11% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 38,713 | 29,886 | 62,793 CHF | 48,652 CHF | 98.64% | 98.64% |
07/11/2024 | 1.00% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 34,376 | 29,934 | 63,672 CHF | 55,837 CHF | 97.63% | 97.63% |