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 | 1.19% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,891 CHF | 42,391 CHF | 99.81% | 99.81% |
19/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,752 CHF | 42,252 CHF | 99.72% | 99.72% |
18/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,483 CHF | 41,983 CHF | 99.71% | 99.71% |
15/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,670 CHF | 42,170 CHF | 99.81% | 99.81% |
14/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,025 CHF | 41,525 CHF | 99.81% | 99.81% |
13/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,871 CHF | 41,371 CHF | 99.81% | 99.81% |
12/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,928 CHF | 41,428 CHF | 99.51% | 99.51% |
11/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,545 CHF | 41,045 CHF | 99.72% | 99.72% |
08/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,093 CHF | 41,593 CHF | 99.81% | 99.81% |
07/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,782 CHF | 42,282 CHF | 95.70% | 95.70% |