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% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,961 CHF | 85,461 CHF | 99.47% | 99.47% |
19/11/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,383 CHF | 77,883 CHF | 94.47% | 94.47% |
18/11/2024 | 0.52% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,692 CHF | 97,192 CHF | 77.51% | 94.49% |
15/11/2024 | 0.63% | 1.87 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,132 CHF | 79,632 CHF | 77.59% | 94.36% |
14/11/2024 | 0.62% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,881 CHF | 81,381 CHF | 94.38% | 94.38% |
13/11/2024 | 0.65% | 1.74 CHF | 1.73 CHF | 50,000 | 50,000 | 43,555 | 43,555 | 67,474 CHF | 67,909 CHF | 82.14% | 88.74% |
12/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,753 CHF | 36,003 CHF | 93.20% | 93.20% |
11/11/2024 | 0.65% | 1.64 CHF | 1.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,164 CHF | 38,414 CHF | 97.61% | 97.85% |
08/11/2024 | 0.88% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,448 CHF | 28,698 CHF | 99.40% | 99.40% |
07/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,829 CHF | 27,079 CHF | 99.21% | 99.21% |