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 | 1.54% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,305 CHF | 32,805 CHF | 99.96% | 99.96% |
19/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,270 CHF | 34,770 CHF | 99.85% | 99.85% |
18/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,041 CHF | 33,541 CHF | 99.91% | 99.91% |
15/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,357 CHF | 34,857 CHF | 100.00% | 100.00% |
14/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,016 CHF | 35,516 CHF | 99.66% | 99.66% |
13/11/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,176 CHF | 35,676 CHF | 99.93% | 99.93% |
12/11/2024 | 1.47% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,863 CHF | 34,363 CHF | 99.81% | 99.81% |
11/11/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,347 CHF | 29,847 CHF | 99.81% | 99.81% |
08/11/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,786 CHF | 30,286 CHF | 99.88% | 99.88% |
07/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,500 CHF | 31,000 CHF | 99.90% | 99.90% |