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 | 1.30% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,285 CHF | 38,785 CHF | 99.97% | 99.97% |
19/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,631 CHF | 40,131 CHF | 98.47% | 98.47% |
18/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,963 CHF | 39,463 CHF | 99.91% | 99.91% |
15/11/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,156 CHF | 36,656 CHF | 100.00% | 100.00% |
14/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,134 CHF | 36,634 CHF | 99.64% | 99.64% |
13/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,343 CHF | 33,843 CHF | 99.95% | 99.95% |
12/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,408 CHF | 31,908 CHF | 99.83% | 99.83% |
11/11/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,851 CHF | 29,351 CHF | 99.81% | 99.81% |
08/11/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,640 CHF | 28,140 CHF | 99.89% | 99.89% |
07/11/2024 | 2.17% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,957 CHF | 23,457 CHF | 99.90% | 99.90% |