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 | 1.19% | 0.83 CHF | 0.84 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,297 CHF | 33,697 CHF | 99.96% | 99.96% |
19/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,490 CHF | 33,890 CHF | 99.78% | 99.78% |
18/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,711 CHF | 34,111 CHF | 99.95% | 99.95% |
15/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,666 CHF | 34,066 CHF | 99.99% | 99.99% |
14/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 32,621 CHF | 33,021 CHF | 99.65% | 99.65% |
13/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 31,556 CHF | 31,956 CHF | 99.93% | 99.93% |
12/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 30,729 CHF | 31,129 CHF | 99.76% | 99.76% |
11/11/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,447 CHF | 33,847 CHF | 99.78% | 99.78% |
08/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,612 CHF | 34,012 CHF | 99.85% | 99.85% |
07/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,212 CHF | 33,612 CHF | 99.90% | 99.90% |