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 | 1.32% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,708 CHF | 38,208 CHF | 99.97% | 99.97% |
19/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,752 CHF | 38,252 CHF | 99.85% | 99.85% |
18/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,404 CHF | 37,904 CHF | 99.92% | 99.92% |
15/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,052 CHF | 38,552 CHF | 100.00% | 100.00% |
14/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,146 CHF | 38,646 CHF | 99.54% | 99.54% |
13/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,582 CHF | 39,082 CHF | 99.97% | 99.97% |
12/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,776 CHF | 39,276 CHF | 99.77% | 99.77% |
11/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,830 CHF | 39,330 CHF | 99.82% | 99.82% |
08/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,238 CHF | 39,738 CHF | 99.88% | 99.88% |
07/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,303 CHF | 39,803 CHF | 99.88% | 99.88% |