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 | 0.91% | 1.15 CHF | 1.16 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 54,902 CHF | 11,080 CHF | 99.57% | 99.57% |
19/11/2024 | 0.85% | 1.10 CHF | 1.11 CHF | 50,000 | 10,000 | 49,993 | 10,000 | 58,403 CHF | 11,782 CHF | 99.49% | 99.49% |
18/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 10,000 | 50,197 | 10,000 | 52,576 CHF | 10,576 CHF | 99.48% | 99.48% |
15/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 50,000 | 10,000 | 51,620 | 10,000 | 52,823 CHF | 10,344 CHF | 99.50% | 99.50% |
14/11/2024 | 1.70% | 1.13 CHF | 1.15 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 58,190 CHF | 11,838 CHF | 99.57% | 99.57% |
13/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 57,659 CHF | 11,632 CHF | 97.47% | 97.47% |
12/11/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 54,141 CHF | 10,928 CHF | 99.52% | 99.52% |
11/11/2024 | 0.92% | 1.05 CHF | 1.06 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 53,903 CHF | 10,881 CHF | 99.49% | 99.49% |
08/11/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 54,237 CHF | 10,947 CHF | 99.50% | 99.50% |
07/11/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 56,562 CHF | 11,412 CHF | 99.51% | 99.51% |