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 | 1.31% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,012 CHF | 38,512 CHF | 99.97% | 99.97% |
19/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,765 CHF | 38,265 CHF | 99.82% | 99.82% |
18/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,257 CHF | 38,757 CHF | 99.89% | 99.89% |
15/11/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,215 CHF | 38,715 CHF | 100.00% | 100.00% |
14/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,791 CHF | 38,291 CHF | 99.54% | 99.54% |
13/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,157 CHF | 37,657 CHF | 99.97% | 99.97% |
12/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,631 CHF | 37,131 CHF | 99.81% | 99.81% |
11/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,579 CHF | 39,079 CHF | 99.82% | 99.82% |
08/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,342 CHF | 38,842 CHF | 99.88% | 99.88% |
07/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,405 CHF | 38,905 CHF | 99.91% | 99.91% |