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 | 1.24% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,111 CHF | 40,611 CHF | 99.81% | 99.81% |
19/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,278 CHF | 40,778 CHF | 99.72% | 99.72% |
18/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,569 CHF | 41,069 CHF | 99.71% | 99.71% |
15/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,436 CHF | 40,936 CHF | 99.81% | 99.81% |
14/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,342 CHF | 41,842 CHF | 99.81% | 99.81% |
13/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,408 CHF | 41,908 CHF | 99.81% | 99.81% |
12/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,409 CHF | 41,909 CHF | 99.51% | 99.51% |
11/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,779 CHF | 42,279 CHF | 99.72% | 99.72% |
08/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,376 CHF | 41,876 CHF | 99.81% | 99.81% |
07/11/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,705 CHF | 41,205 CHF | 95.69% | 95.69% |