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 | 1.62% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,702 CHF | 31,202 CHF | 99.98% | 99.98% |
19/11/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,437 CHF | 28,937 CHF | 99.85% | 99.85% |
18/11/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,617 CHF | 30,117 CHF | 99.93% | 99.93% |
15/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,857 CHF | 30,357 CHF | 100.00% | 100.00% |
14/11/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,872 CHF | 29,372 CHF | 99.72% | 99.72% |
13/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,506 CHF | 27,006 CHF | 99.96% | 99.96% |
12/11/2024 | 1.77% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,966 CHF | 28,466 CHF | 99.80% | 99.80% |
11/11/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,693 CHF | 29,193 CHF | 99.81% | 99.81% |
08/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,953 CHF | 28,453 CHF | 99.88% | 99.88% |
07/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,728 CHF | 29,228 CHF | 99.90% | 99.90% |