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 | 0.88% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,447 CHF | 56,947 CHF | 99.96% | 99.96% |
19/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,103 CHF | 56,603 CHF | 99.80% | 99.80% |
18/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,269 CHF | 58,769 CHF | 99.90% | 99.90% |
15/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,369 CHF | 59,869 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,443 CHF | 59,943 CHF | 99.56% | 99.56% |
13/11/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,364 CHF | 58,864 CHF | 99.97% | 99.97% |
12/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,060 CHF | 61,560 CHF | 99.81% | 99.81% |
11/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,089 CHF | 63,589 CHF | 99.81% | 99.81% |
08/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,958 CHF | 61,458 CHF | 99.82% | 99.82% |
07/11/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,151 CHF | 60,651 CHF | 99.89% | 99.89% |