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 | 2.12% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,335 CHF | 23,835 CHF | 99.98% | 99.98% |
19/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,607 CHF | 24,107 CHF | 99.85% | 99.85% |
18/11/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,764 CHF | 23,264 CHF | 99.95% | 99.95% |
15/11/2024 | 2.34% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,079 CHF | 21,579 CHF | 100.00% | 100.00% |
14/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,840 CHF | 20,340 CHF | 99.74% | 99.74% |
13/11/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,260 CHF | 20,760 CHF | 99.94% | 99.94% |
12/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 49,989 | 50,000 | 20,411 CHF | 20,916 CHF | 99.75% | 99.75% |
11/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,081 CHF | 20,581 CHF | 99.83% | 99.83% |
08/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,021 CHF | 20,521 CHF | 99.82% | 99.82% |
07/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,815 CHF | 20,315 CHF | 99.90% | 99.90% |