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 | 1.73% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,611 CHF | 29,111 CHF | 99.96% | 99.96% |
19/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,399 CHF | 29,899 CHF | 99.81% | 99.81% |
18/11/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,950 CHF | 30,450 CHF | 99.91% | 99.91% |
15/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,574 CHF | 30,074 CHF | 100.00% | 100.00% |
14/11/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,433 CHF | 30,933 CHF | 99.54% | 99.54% |
13/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,644 CHF | 32,144 CHF | 99.96% | 99.96% |
12/11/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,506 CHF | 29,006 CHF | 99.82% | 99.82% |
11/11/2024 | 1.97% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,174 CHF | 25,674 CHF | 99.82% | 99.82% |
08/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,713 CHF | 26,213 CHF | 99.82% | 99.82% |
07/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,452 CHF | 25,952 CHF | 99.89% | 99.89% |