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 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,717 CHF | 70,217 CHF | 99.97% | 99.97% |
19/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,492 CHF | 69,992 CHF | 99.85% | 99.85% |
18/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,539 CHF | 70,039 CHF | 99.89% | 99.89% |
15/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,621 CHF | 69,121 CHF | 99.44% | 99.44% |
14/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,047 CHF | 68,547 CHF | 99.80% | 99.80% |
13/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,643 CHF | 69,143 CHF | 99.72% | 99.72% |
12/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,791 CHF | 68,291 CHF | 93.52% | 93.52% |
11/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,327 CHF | 67,827 CHF | 99.82% | 99.82% |
08/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,064 CHF | 67,564 CHF | 99.88% | 99.88% |
07/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,005 CHF | 67,505 CHF | 74.47% | 74.47% |