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 | 0.92% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 34,522 | 30,091 | 66,998 CHF | 58,742 CHF | 93.94% | 93.94% |
19/11/2024 | 0.89% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 34,262 | 29,798 | 71,152 CHF | 62,429 CHF | 99.67% | 99.67% |
18/11/2024 | 0.90% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 36,324 | 32,119 | 72,462 CHF | 64,935 CHF | 67.16% | 67.16% |
15/11/2024 | 1.14% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 42,119 | 29,796 | 68,236 CHF | 49,374 CHF | 99.67% | 99.67% |
14/11/2024 | 1.44% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 41,866 | 27,876 | 54,810 CHF | 37,363 CHF | 91.57% | 91.57% |
13/11/2024 | 1.43% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 48,924 | 29,133 | 60,097 CHF | 36,132 CHF | 97.61% | 97.61% |
12/11/2024 | 1.55% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 49,955 | 29,254 | 59,006 CHF | 35,410 CHF | 87.57% | 87.57% |
11/11/2024 | 1.64% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 28,847 | 56,230 CHF | 32,690 CHF | 97.47% | 97.47% |
08/11/2024 | 1.34% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 42,166 | 29,886 | 56,338 CHF | 39,981 CHF | 98.64% | 98.64% |
07/11/2024 | 1.18% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 42,188 | 29,934 | 66,082 CHF | 47,154 CHF | 97.63% | 97.63% |