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 | 0.51% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,840 CHF | 98,340 CHF | 99.03% | 99.03% |
19/11/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,181 CHF | 91,681 CHF | 94.55% | 94.55% |
18/11/2024 | 0.45% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,619 CHF | 111,119 CHF | 94.35% | 94.35% |
15/11/2024 | 0.54% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,219 CHF | 93,719 CHF | 95.93% | 95.93% |
14/11/2024 | 0.54% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,969 CHF | 93,469 CHF | 99.04% | 99.04% |
13/11/2024 | 0.56% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 44,110 | 44,110 | 79,687 CHF | 80,128 CHF | 89.87% | 89.87% |
12/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 25,000 | 25,000 | 27,755 | 27,755 | 46,847 CHF | 47,124 CHF | 93.26% | 93.26% |
11/11/2024 | 0.57% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,225 | 25,225 | 44,239 CHF | 44,491 CHF | 97.73% | 97.73% |
08/11/2024 | 0.72% | 1.53 CHF | 1.54 CHF | 38,000 | 38,000 | 37,861 | 37,861 | 52,751 CHF | 53,129 CHF | 98.54% | 98.54% |
07/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 50,609 CHF | 50,989 CHF | 98.32% | 98.32% |