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 | 1.55% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,033 CHF | 65,033 CHF | 99.39% | 99.39% |
19/11/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,484 CHF | 30,984 CHF | 99.31% | 99.31% |
18/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,301 CHF | 34,801 CHF | 99.31% | 99.31% |
15/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,512 CHF | 35,012 CHF | 99.39% | 99.39% |
14/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,813 CHF | 31,313 CHF | 99.38% | 99.38% |
13/11/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,675 CHF | 32,175 CHF | 99.39% | 99.39% |
12/11/2024 | 1.47% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,823 CHF | 34,323 CHF | 99.10% | 99.10% |
11/11/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,405 CHF | 41,905 CHF | 99.30% | 99.30% |
08/11/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,026 CHF | 38,526 CHF | 99.39% | 99.39% |
07/11/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,508 CHF | 46,008 CHF | 99.30% | 99.30% |