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 | 0.70% | 1.45 CHF | 1.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,453 CHF | 35,703 CHF | 99.95% | 99.95% |
19/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,802 CHF | 36,052 CHF | 99.81% | 99.81% |
18/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,163 CHF | 35,413 CHF | 98.35% | 98.35% |
15/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,354 CHF | 34,604 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,375 CHF | 35,625 CHF | 99.55% | 99.55% |
13/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,804 CHF | 37,054 CHF | 99.95% | 99.95% |
12/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,970 CHF | 36,220 CHF | 99.83% | 99.83% |
11/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,823 CHF | 35,073 CHF | 99.80% | 99.80% |
08/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,153 CHF | 35,403 CHF | 99.86% | 99.86% |
07/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,119 CHF | 34,369 CHF | 99.90% | 99.90% |