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 | 0.52% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 30,091 | 30,091 | 105,649 CHF | 106,148 CHF | 93.95% | 93.95% |
19/11/2024 | 0.50% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 29,798 | 29,798 | 108,744 CHF | 109,241 CHF | 99.68% | 99.68% |
18/11/2024 | 0.51% | 3.68 CHF | 3.69 CHF | 50,000 | 50,000 | 32,118 | 32,118 | 115,105 CHF | 115,610 CHF | 67.18% | 67.18% |
15/11/2024 | 0.57% | 3.41 CHF | 3.42 CHF | 50,000 | 50,000 | 29,796 | 29,796 | 96,002 CHF | 96,492 CHF | 99.68% | 99.68% |
14/11/2024 | 0.66% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 29,028 | 27,874 | 84,309 CHF | 81,478 CHF | 91.58% | 91.58% |
13/11/2024 | 0.62% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 30,053 | 29,229 | 84,059 CHF | 82,199 CHF | 97.12% | 97.12% |
12/11/2024 | 0.66% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 30,459 | 29,253 | 84,129 CHF | 81,337 CHF | 87.57% | 87.57% |
11/11/2024 | 0.68% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 29,910 | 28,844 | 80,210 CHF | 77,833 CHF | 97.51% | 97.51% |
08/11/2024 | 0.63% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 29,885 | 29,885 | 85,899 CHF | 86,395 CHF | 98.64% | 98.64% |
07/11/2024 | 0.59% | 3.02 CHF | 3.03 CHF | 50,000 | 50,000 | 29,934 | 29,934 | 93,215 CHF | 93,716 CHF | 97.63% | 97.63% |