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 | 1.85% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,780 CHF | 27,280 CHF | 99.73% | 99.73% |
19/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,154 CHF | 27,654 CHF | 99.85% | 99.85% |
18/11/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,815 CHF | 29,315 CHF | 100.00% | 100.00% |
15/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,903 CHF | 30,403 CHF | 100.00% | 100.00% |
14/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,134 CHF | 30,634 CHF | 100.00% | 100.00% |
13/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,117 CHF | 29,617 CHF | 99.93% | 99.93% |
12/11/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,224 CHF | 30,724 CHF | 100.00% | 100.00% |
11/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,527 CHF | 33,027 CHF | 99.67% | 99.67% |
08/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,498 CHF | 32,998 CHF | 100.00% | 100.00% |
07/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,981 CHF | 35,481 CHF | 99.70% | 99.70% |