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 | 0.74% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,323 CHF | 67,823 CHF | 99.95% | 99.95% |
19/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,062 CHF | 65,562 CHF | 99.76% | 99.76% |
18/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,480 CHF | 64,980 CHF | 99.91% | 99.91% |
15/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,291 CHF | 61,791 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,924 CHF | 58,424 CHF | 99.60% | 99.60% |
13/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,799 CHF | 58,299 CHF | 99.95% | 99.95% |
12/11/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,092 CHF | 60,592 CHF | 99.76% | 99.76% |
11/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,463 CHF | 63,963 CHF | 99.78% | 99.78% |
08/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,796 CHF | 60,296 CHF | 99.89% | 99.89% |
07/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,091 CHF | 62,591 CHF | 99.88% | 99.88% |