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 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,700 CHF | 53,200 CHF | 99.45% | 99.45% |
19/11/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,758 CHF | 54,258 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,815 CHF | 50,315 CHF | 99.29% | 99.29% |
15/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 45,413 CHF | 45,912 CHF | 100.00% | 100.00% |
14/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 39,741 CHF | 40,240 CHF | 100.00% | 100.00% |
13/11/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,483 CHF | 44,983 CHF | 100.00% | 100.00% |
12/11/2024 | 1.05% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,297 CHF | 47,797 CHF | 99.83% | 99.83% |
11/11/2024 | 0.86% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,682 CHF | 58,182 CHF | 99.77% | 99.77% |
08/11/2024 | 0.83% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,269 CHF | 60,769 CHF | 99.10% | 99.10% |
07/11/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,041 CHF | 61,541 CHF | 99.96% | 99.96% |