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 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,736 CHF | 69,236 CHF | 99.97% | 99.97% |
19/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,322 CHF | 69,822 CHF | 99.83% | 99.83% |
18/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,210 CHF | 69,710 CHF | 99.95% | 99.95% |
15/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,238 CHF | 69,738 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,968 CHF | 70,468 CHF | 99.66% | 99.66% |
13/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,507 CHF | 71,007 CHF | 99.95% | 99.95% |
12/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,254 CHF | 70,754 CHF | 99.83% | 99.83% |
11/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,008 CHF | 69,508 CHF | 99.78% | 99.78% |
08/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,662 CHF | 71,162 CHF | 99.86% | 99.86% |
07/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,425 CHF | 69,925 CHF | 99.89% | 99.89% |