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 | 0.76% | 1.29 CHF | 1.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 78,226 CHF | 78,826 CHF | 99.56% | 99.56% |
19/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 75,569 CHF | 76,169 CHF | 99.03% | 99.03% |
18/11/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 87,437 CHF | 88,037 CHF | 99.55% | 99.55% |
15/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,800 CHF | 77,300 CHF | 98.93% | 98.93% |
14/11/2024 | 0.66% | 1.62 CHF | 1.63 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 91,413 CHF | 92,013 CHF | 99.54% | 99.54% |
13/11/2024 | 0.68% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,926 CHF | 73,426 CHF | 99.54% | 99.54% |
12/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 102,072 CHF | 102,672 CHF | 98.53% | 98.56% |
11/11/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 88,881 CHF | 89,481 CHF | 99.02% | 99.02% |
08/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 77,803 CHF | 78,403 CHF | 99.55% | 99.55% |
07/11/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 94,935 CHF | 95,635 CHF | 99.47% | 99.47% |