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% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,274 CHF | 32,774 CHF | 99.97% | 99.97% |
19/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,361 CHF | 32,861 CHF | 99.85% | 99.85% |
18/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,987 CHF | 32,487 CHF | 99.91% | 99.91% |
15/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,667 CHF | 33,167 CHF | 100.00% | 100.00% |
14/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,911 CHF | 33,411 CHF | 99.63% | 99.63% |
13/11/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,126 CHF | 33,626 CHF | 99.96% | 99.96% |
12/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,490 CHF | 33,990 CHF | 99.77% | 99.77% |
11/11/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,486 CHF | 33,986 CHF | 99.82% | 99.82% |
08/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,930 CHF | 34,430 CHF | 99.84% | 99.84% |
07/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,852 CHF | 34,352 CHF | 99.88% | 99.88% |