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 | 1.08% | 0.89 CHF | 0.90 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 36,858 CHF | 37,258 CHF | 94.59% | 94.59% |
19/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 37,018 CHF | 37,418 CHF | 97.31% | 97.31% |
18/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 40,000 | 40,000 | 39,987 | 39,987 | 36,163 CHF | 36,562 CHF | 99.41% | 99.41% |
15/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 34,909 CHF | 35,309 CHF | 99.10% | 99.10% |
14/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 35,324 CHF | 35,724 CHF | 98.07% | 98.07% |
13/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 40,000 | 40,000 | 39,996 | 39,996 | 34,950 CHF | 35,350 CHF | 99.58% | 99.58% |
12/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 40,000 | 40,000 | 39,995 | 39,995 | 37,516 CHF | 37,916 CHF | 99.03% | 99.03% |
11/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 40,000 | 40,000 | 39,996 | 39,996 | 40,092 CHF | 40,492 CHF | 98.86% | 98.86% |
08/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,317 CHF | 40,717 CHF | 97.27% | 97.27% |
07/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,097 CHF | 41,497 CHF | 99.52% | 99.52% |