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 | 1.11% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,874 CHF | 45,374 CHF | 100.00% | 100.00% |
19/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,860 CHF | 45,360 CHF | 99.92% | 99.92% |
18/11/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,943 CHF | 47,443 CHF | 99.90% | 99.90% |
15/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,947 CHF | 47,447 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,880 CHF | 47,380 CHF | 100.00% | 100.00% |
13/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,311 CHF | 44,811 CHF | 100.00% | 100.00% |
12/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,259 CHF | 43,759 CHF | 99.70% | 99.70% |
11/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,642 CHF | 42,142 CHF | 99.91% | 99.91% |
08/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,347 CHF | 39,847 CHF | 100.00% | 100.00% |
07/11/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,543 CHF | 39,043 CHF | 95.89% | 95.89% |