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 | 1.61% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,847 CHF | 31,347 CHF | 99.95% | 99.95% |
19/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,846 CHF | 29,346 CHF | 99.79% | 99.79% |
18/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,316 CHF | 28,816 CHF | 99.89% | 99.89% |
15/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,588 CHF | 26,088 CHF | 100.00% | 100.00% |
14/11/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,873 CHF | 23,373 CHF | 99.55% | 99.55% |
13/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,871 CHF | 23,371 CHF | 99.95% | 99.95% |
12/11/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,879 CHF | 25,379 CHF | 99.79% | 99.79% |
11/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,779 CHF | 28,279 CHF | 99.81% | 99.81% |
08/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,790 CHF | 25,290 CHF | 99.88% | 99.88% |
07/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,776 CHF | 27,276 CHF | 99.90% | 99.90% |