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 | 0.83% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,633 CHF | 120,633 CHF | 99.39% | 99.39% |
19/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,556 CHF | 58,056 CHF | 99.31% | 99.31% |
18/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,069 CHF | 56,569 CHF | 99.30% | 99.30% |
15/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,039 CHF | 56,539 CHF | 99.39% | 99.39% |
14/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,369 CHF | 56,869 CHF | 99.35% | 99.35% |
13/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,495 CHF | 54,995 CHF | 99.39% | 99.39% |
12/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,105 CHF | 63,605 CHF | 99.10% | 99.10% |
11/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,750 CHF | 62,250 CHF | 99.29% | 99.29% |
08/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,436 CHF | 64,936 CHF | 99.39% | 99.39% |
07/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,953 CHF | 65,453 CHF | 99.29% | 99.29% |