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 | 0.74% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,141 CHF | 67,641 CHF | 99.98% | 99.98% |
19/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,485 CHF | 68,985 CHF | 98.05% | 98.05% |
18/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,862 CHF | 68,362 CHF | 99.91% | 99.91% |
15/11/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,046 CHF | 65,546 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,040 CHF | 65,540 CHF | 99.64% | 99.64% |
13/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,247 CHF | 62,747 CHF | 99.95% | 99.95% |
12/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,271 CHF | 60,771 CHF | 99.82% | 99.82% |
11/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,666 CHF | 58,166 CHF | 99.80% | 99.80% |
08/11/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,562 CHF | 57,062 CHF | 99.89% | 99.89% |
07/11/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,795 CHF | 52,295 CHF | 99.90% | 99.90% |