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 | 0.83% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,378 CHF | 60,878 CHF | 99.97% | 99.97% |
19/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,788 CHF | 61,288 CHF | 99.85% | 99.85% |
18/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,354 CHF | 61,854 CHF | 99.89% | 99.89% |
15/11/2024 | 0.73% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,843 CHF | 68,343 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,428 CHF | 71,928 CHF | 99.66% | 99.66% |
13/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,158 CHF | 68,658 CHF | 99.96% | 99.96% |
12/11/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,075 CHF | 72,575 CHF | 99.83% | 99.83% |
11/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,107 CHF | 74,607 CHF | 99.80% | 99.80% |
08/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,498 CHF | 71,998 CHF | 99.87% | 99.87% |
07/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,825 CHF | 72,325 CHF | 99.90% | 99.90% |