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 | 2.53% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,564 CHF | 20,064 CHF | 99.73% | 99.73% |
19/11/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,929 CHF | 20,429 CHF | 99.85% | 99.85% |
18/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,555 CHF | 22,055 CHF | 100.00% | 100.00% |
15/11/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,694 CHF | 23,194 CHF | 100.00% | 100.00% |
14/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,868 CHF | 23,368 CHF | 100.00% | 100.00% |
13/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,929 CHF | 22,429 CHF | 99.93% | 99.93% |
12/11/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,984 CHF | 23,484 CHF | 100.00% | 100.00% |
11/11/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,261 CHF | 25,761 CHF | 99.66% | 99.66% |
08/11/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 49,996 | 25,191 CHF | 25,689 CHF | 100.00% | 100.00% |
07/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,729 CHF | 28,229 CHF | 99.68% | 99.68% |