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 | 1.29% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,630 CHF | 39,130 CHF | 99.39% | 99.39% |
19/11/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,048 CHF | 43,548 CHF | 99.29% | 99.29% |
18/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,506 CHF | 47,006 CHF | 99.30% | 99.30% |
15/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,131 CHF | 47,631 CHF | 99.39% | 99.39% |
14/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,248 CHF | 46,748 CHF | 99.35% | 99.35% |
13/11/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,173 CHF | 50,673 CHF | 99.39% | 99.39% |
12/11/2024 | 1.51% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,853 CHF | 33,353 CHF | 99.10% | 99.10% |
11/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,794 CHF | 36,294 CHF | 99.23% | 99.23% |
08/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,165 CHF | 31,665 CHF | 99.39% | 99.39% |
07/11/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,788 CHF | 31,288 CHF | 99.28% | 99.28% |