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 | 1.64% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,313 CHF | 30,813 CHF | 99.97% | 99.97% |
19/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,053 CHF | 23,553 CHF | 99.84% | 99.84% |
18/11/2024 | 1.87% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,749 CHF | 27,249 CHF | 99.89% | 99.89% |
15/11/2024 | 1.81% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,651 CHF | 28,151 CHF | 100.00% | 100.00% |
14/11/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,661 CHF | 25,161 CHF | 99.55% | 99.55% |
13/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,851 CHF | 18,351 CHF | 99.95% | 99.95% |
12/11/2024 | 2.25% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,009 CHF | 22,509 CHF | 99.78% | 99.78% |
11/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,251 CHF | 24,751 CHF | 99.78% | 99.78% |
08/11/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,316 CHF | 22,816 CHF | 99.83% | 99.83% |
07/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,799 CHF | 25,299 CHF | 99.91% | 99.91% |