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 | 0.87% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,622 | 50,622 | 58,089 CHF | 58,595 CHF | 99.07% | 99.07% |
19/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 58,093 | 58,092 | 58,269 CHF | 58,849 CHF | 95.63% | 95.63% |
18/11/2024 | 0.91% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,533 CHF | 55,033 CHF | 98.73% | 98.73% |
15/11/2024 | 0.78% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,855 CHF | 64,355 CHF | 97.16% | 97.16% |
14/11/2024 | 0.84% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,662 CHF | 60,162 CHF | 99.38% | 99.38% |
13/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 51,329 | 51,329 | 52,654 CHF | 53,166 CHF | 96.68% | 96.68% |
12/11/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 38,000 | 38,000 | 44,802 | 44,802 | 29,965 CHF | 30,413 CHF | 99.05% | 99.05% |
11/11/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 49,622 | 49,622 | 31,111 CHF | 31,607 CHF | 99.39% | 99.39% |
08/11/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,143 CHF | 29,643 CHF | 99.26% | 99.26% |
07/11/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,828 CHF | 28,328 CHF | 99.33% | 99.33% |