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 | 1.22% | 2.55 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,611 CHF | 124,111 CHF | 99.53% | 99.53% |
19/11/2024 | 1.22% | 2.44 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,041 CHF | 123,541 CHF | 99.55% | 99.55% |
18/11/2024 | 1.30% | 2.28 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,960 CHF | 116,460 CHF | 99.57% | 99.57% |
15/11/2024 | 1.26% | 2.36 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,355 CHF | 119,855 CHF | 98.92% | 98.92% |
14/11/2024 | 1.96% | 2.44 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,684 CHF | 129,184 CHF | 98.73% | 98.73% |
13/11/2024 | 1.10% | 2.73 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,089 CHF | 136,589 CHF | 96.69% | 96.69% |
12/11/2024 | 1.23% | 2.59 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,728 CHF | 123,228 CHF | 99.55% | 99.55% |
11/11/2024 | 1.21% | 2.41 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,715 CHF | 125,215 CHF | 99.57% | 99.57% |
08/11/2024 | 1.19% | 2.56 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,054 CHF | 126,554 CHF | 99.52% | 99.52% |
07/11/2024 | 1.28% | 2.24 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,500 CHF | 118,000 CHF | 99.48% | 99.48% |