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 | 1.09% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,786 CHF | 46,286 CHF | 99.46% | 99.46% |
19/11/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,875 CHF | 47,375 CHF | 100.00% | 100.00% |
18/11/2024 | 1.16% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,889 CHF | 43,389 CHF | 99.29% | 99.29% |
15/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,472 CHF | 38,972 CHF | 100.00% | 100.00% |
14/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 32,781 CHF | 33,281 CHF | 100.00% | 100.00% |
13/11/2024 | 1.32% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 49,932 | 50,000 | 37,517 CHF | 38,069 CHF | 100.00% | 100.00% |
12/11/2024 | 1.23% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,418 CHF | 40,918 CHF | 99.79% | 99.79% |
11/11/2024 | 0.98% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,818 CHF | 51,318 CHF | 99.77% | 99.77% |
08/11/2024 | 0.93% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,471 CHF | 53,971 CHF | 99.16% | 99.16% |
07/11/2024 | 0.92% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,223 CHF | 54,723 CHF | 100.00% | 100.00% |