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 | 0.84% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,620 CHF | 60,120 CHF | 99.97% | 99.97% |
19/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,365 CHF | 59,865 CHF | 99.85% | 99.85% |
18/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,303 CHF | 59,803 CHF | 99.93% | 99.93% |
15/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,533 CHF | 59,033 CHF | 99.43% | 99.43% |
14/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,982 CHF | 58,482 CHF | 99.71% | 99.71% |
13/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,502 CHF | 59,002 CHF | 99.72% | 99.72% |
12/11/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,550 CHF | 58,050 CHF | 93.52% | 93.52% |
11/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,195 CHF | 57,695 CHF | 99.83% | 99.83% |
08/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,774 CHF | 57,274 CHF | 99.88% | 99.88% |
07/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,934 CHF | 57,434 CHF | 74.46% | 74.46% |